-81.4%
PATH vs NWSA
+6.4%
-87.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.3% | -1.3% |
| 7D | -2.3% | -9.7% | +7.4% | +4.8% |
| 30D | -4.8% | -8.6% | +3.8% | +1.0% |
| 3M | -17.7% | -6.3% | -11.4% | -14.1% |
| 6M | +18.9% | -1.2% | +20.1% | +18.3% |
| YTD | -21.7% | +2.6% | -24.4% | -24.9% |
| 1Y | -9.6% | 0.0% | -9.7% | -11.5% |
| 3Y | -25.8% | +30.1% | -55.9% | -43.6% |
| 5Y | -77.1% | +18.3% | -95.4% | -82.3% |
| All | -81.4% | +6.4% | -87.8% | -85.6% |
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