-80.8%
PATH vs NWSA
+7.8%
-88.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.7% | -1.4% | -0.8% |
| 7D | +2.1% | +2.2% | -0.1% | +0.3% |
| 30D | +1.6% | -8.8% | +10.4% | +8.0% |
| 3M | -20.4% | -6.5% | -14.0% | -16.9% |
| 6M | +40.1% | +1.5% | +38.6% | +36.3% |
| YTD | -19.0% | +4.0% | -23.1% | -23.2% |
| 1Y | -5.8% | +3.4% | -9.3% | -10.3% |
| 3Y | -22.9% | +34.8% | -57.8% | -43.1% |
| 5Y | -75.3% | +18.4% | -93.6% | -81.0% |
| All | -80.8% | +7.8% | -88.6% | -85.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling