-81.2%
PATH vs NWSA
+5.5%
-86.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.3% | +0.2% |
| 7D | -5.3% | -9.4% | +4.1% | +1.2% |
| 30D | -0.5% | -7.8% | +7.2% | +4.7% |
| 3M | -7.1% | -10.8% | +3.6% | +0.4% |
| 6M | +23.8% | +1.1% | +22.7% | +21.0% |
| YTD | -20.7% | +1.8% | -22.5% | -23.4% |
| 1Y | -8.1% | +6.0% | -14.1% | -14.5% |
| 3Y | -21.8% | +24.6% | -46.4% | -38.4% |
| 5Y | -76.8% | +13.1% | -90.0% | -81.8% |
| All | -81.2% | +5.5% | -86.6% | -85.3% |
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