-78.0%
PATH vs BWA
+73.5%
-151.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +2.8% | -19.4% | -17.6% |
| 7D | -16.3% | +5.7% | -22.0% | -18.2% |
| 30D | +9.9% | +1.4% | +8.5% | +8.9% |
| 3M | +30.2% | -12.1% | +42.2% | +35.5% |
| 6M | +37.2% | +28.6% | +8.7% | +18.8% |
| YTD | -7.3% | +51.1% | -58.4% | -29.9% |
| 1Y | +40.0% | +55.9% | -15.9% | +3.0% |
| 3Y | -4.4% | +70.1% | -74.5% | -35.8% |
| 5Y | -76.0% | +90.7% | -166.7% | -86.2% |
| All | -78.0% | +73.5% | -151.5% | -87.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling