+40.0%
PATH vs NWSA
+5.5%
+34.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -1.8% | -14.8% | -15.6% |
| 7D | -16.3% | -1.9% | -14.4% | -15.2% |
| 30D | +9.9% | +4.6% | +5.3% | +7.3% |
| 3M | +30.2% | +13.2% | +16.9% | +21.1% |
| 6M | +37.2% | +27.0% | +10.2% | +21.5% |
| YTD | -7.3% | +16.8% | -24.2% | -15.2% |
| 1Y | +40.0% | +4.5% | +35.5% | +36.2% |
| All | +40.0% | +5.5% | +34.5% | +36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 1y: compounded portfolio wealth divided by compounded NWSA 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…
1y analysis · Full analysis span regression · 6 months rolling