-76.8%
PATH vs BBWI
-67.6%
-9.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -6.2% | +2.5% | -1.5% |
| 7D | -5.6% | -3.1% | -2.5% | -4.6% |
| 30D | -0.7% | +23.1% | -23.8% | -8.2% |
| 3M | -5.9% | +7.3% | -13.2% | -9.8% |
| 6M | +21.6% | +22.6% | -1.0% | +8.7% |
| YTD | -20.6% | +13.3% | -33.9% | -28.7% |
| 1Y | -10.6% | -2.6% | -8.0% | -15.9% |
| 3Y | -24.9% | -25.9% | +1.1% | -29.4% |
| 5Y | -76.8% | -66.7% | -10.1% | -66.1% |
| All | -76.8% | -67.6% | -9.2% | -66.1% |
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