-9.6%
PATH vs NWSA
-0.1%
-9.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.3% | -1.2% |
| 7D | -2.3% | -9.7% | +7.4% | +3.0% |
| 30D | -4.8% | -8.6% | +3.8% | -0.6% |
| 3M | -17.7% | -6.3% | -11.4% | -14.7% |
| 6M | +18.9% | -1.2% | +20.1% | +17.8% |
| YTD | -21.7% | +2.6% | -24.4% | -24.3% |
| 1Y | -9.6% | 0.0% | -9.7% | -10.5% |
| All | -9.6% | -0.1% | -9.5% | -10.5% |
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