-78.0%
PATH vs IWD
+84.1%
-162.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.7% | -16.0% | -15.5% |
| 7D | -16.3% | -0.3% | -16.0% | -15.8% |
| 30D | +9.9% | +0.6% | +9.3% | +9.1% |
| 3M | +30.2% | +7.2% | +22.9% | +15.7% |
| 6M | +37.2% | +16.2% | +21.0% | +4.6% |
| YTD | -7.3% | +23.3% | -30.7% | -36.9% |
| 1Y | +40.0% | +29.6% | +10.4% | -12.5% |
| 3Y | -4.4% | +70.5% | -74.9% | -64.1% |
| 5Y | -76.0% | +73.5% | -149.5% | -90.7% |
| All | -78.0% | +84.1% | -162.1% | -91.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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