-81.2%
PATH vs SHW
+34.5%
-115.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.7% |
| 7D | -5.3% | +3.5% | -8.8% | -7.5% |
| 30D | -0.5% | +9.2% | -9.8% | -6.1% |
| 3M | -7.1% | -5.1% | -2.0% | -4.8% |
| 6M | +23.8% | +6.8% | +17.0% | +17.0% |
| YTD | -20.7% | +7.0% | -27.6% | -27.3% |
| 1Y | -8.1% | +4.1% | -12.2% | -14.3% |
| 3Y | -21.8% | +41.1% | -62.9% | -45.3% |
| 5Y | -76.8% | +12.9% | -89.7% | -83.5% |
| All | -81.2% | +34.5% | -115.7% | -85.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SHW.
Daily Out/Under-Performance
Portfolio return minus SHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHW 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 SHW 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