-6.1%
PATH vs BBWI
-43.7%
+37.6%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +2.8% | -19.5% | -17.3% |
| 7D | -16.3% | +1.5% | -17.8% | -16.7% |
| 30D | +9.9% | -5.2% | +15.1% | +10.8% |
| 3M | +30.2% | +11.1% | +19.1% | +25.2% |
| 6M | +37.2% | -13.4% | +50.6% | +39.6% |
| YTD | -7.3% | +0.1% | -7.4% | -10.6% |
| 1Y | +40.0% | -36.1% | +76.1% | +54.0% |
| All | -6.1% | -43.7% | +37.6% | -7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded BBWI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling