-81.1%
PATH vs BBWI
-50.9%
-30.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -6.2% | +2.5% | -1.6% |
| 7D | -5.6% | -3.1% | -2.5% | -4.6% |
| 30D | -0.7% | +23.1% | -23.8% | -7.9% |
| 3M | -5.9% | +7.3% | -13.2% | -9.6% |
| 6M | +21.6% | +22.6% | -1.0% | +9.2% |
| YTD | -20.6% | +13.3% | -33.9% | -28.3% |
| 1Y | -10.6% | -2.6% | -8.0% | -15.7% |
| 3Y | -24.9% | -25.9% | +1.1% | -28.6% |
| 5Y | -76.8% | -66.7% | -10.1% | -71.0% |
| All | -81.1% | -50.9% | -30.3% | -76.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling