-78.0%
PATH vs ITW
+36.7%
-114.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.6% | -16.1% | -16.2% |
| 7D | -16.3% | -3.6% | -12.7% | -14.2% |
| 30D | +9.9% | -9.1% | +19.1% | +17.2% |
| 3M | +30.2% | +8.2% | +21.9% | +22.6% |
| 6M | +37.2% | -4.8% | +42.0% | +40.3% |
| YTD | -7.3% | +11.0% | -18.4% | -17.3% |
| 1Y | +40.0% | +4.2% | +35.8% | +30.6% |
| 3Y | -4.4% | +17.3% | -21.7% | -20.7% |
| 5Y | -76.0% | +33.0% | -109.0% | -84.0% |
| All | -78.0% | +36.7% | -114.7% | -84.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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