-75.7%
PATH vs BBWI
-66.0%
-9.7%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +2.8% | -19.5% | -17.7% |
| 7D | -16.3% | +1.5% | -17.8% | -16.9% |
| 30D | +9.9% | -5.2% | +15.1% | +11.0% |
| 3M | +30.2% | +11.1% | +19.1% | +22.8% |
| 6M | +37.2% | -13.4% | +50.6% | +39.4% |
| YTD | -7.3% | +0.1% | -7.4% | -12.3% |
| 1Y | +40.0% | -36.1% | +76.1% | +57.1% |
| 3Y | -4.4% | -44.1% | +39.7% | +2.9% |
| All | -75.7% | -66.0% | -9.7% | -64.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling