-80.4%
PATH vs NWSA
+22.2%
-102.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.7% | -0.8% | -0.1% |
| 7D | -4.8% | +4.3% | -9.1% | -8.1% |
| 30D | +2.7% | +5.6% | -2.9% | -1.9% |
| 3M | -4.2% | +7.3% | -11.4% | -9.7% |
| 6M | +24.7% | +18.8% | +5.9% | +8.1% |
| YTD | -17.6% | +17.9% | -35.5% | -28.5% |
| 1Y | -5.3% | +19.3% | -24.7% | -18.9% |
| 3Y | -22.0% | +42.5% | -64.5% | -44.1% |
| 5Y | -76.5% | +36.0% | -112.6% | -83.6% |
| All | -80.4% | +22.2% | -102.6% | -86.2% |
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 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