-80.8%
PATH vs BWA
+30.7%
-111.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.4% |
| 7D | +2.1% | +4.3% | -2.2% | +0.5% |
| 30D | +1.6% | -13.0% | +14.6% | +6.6% |
| 3M | -20.4% | -24.8% | +4.4% | -12.5% |
| 6M | +40.1% | -23.5% | +63.6% | +50.7% |
| YTD | -19.0% | +13.8% | -32.9% | -32.4% |
| 1Y | -5.8% | +13.4% | -19.3% | -21.4% |
| 3Y | -22.9% | +62.8% | -85.7% | -50.5% |
| 5Y | -75.3% | +28.5% | -103.8% | -84.4% |
| All | -80.8% | +30.7% | -111.5% | -88.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 10y: compounded portfolio wealth divided by compounded BWA 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…
10y analysis · Full analysis span regression · 6 months rolling