-81.1%
PATH vs NWSA
+5.8%
-87.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -13.4% | +9.6% | +6.8% |
| 7D | -5.6% | -10.1% | +4.5% | +1.6% |
| 30D | -0.7% | -7.3% | +6.6% | +4.1% |
| 3M | -5.9% | -8.6% | +2.7% | -0.2% |
| 6M | +21.6% | +4.4% | +17.2% | +15.5% |
| YTD | -20.6% | +2.1% | -22.8% | -23.6% |
| 1Y | -10.6% | +4.1% | -14.6% | -15.5% |
| 3Y | -24.9% | +23.5% | -48.3% | -40.3% |
| 5Y | -76.8% | +13.5% | -90.4% | -81.8% |
| All | -81.1% | +5.8% | -87.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling