-78.0%
PATH vs SHW
+30.5%
-108.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +0.4% | -17.1% | -16.9% |
| 7D | -16.3% | -3.2% | -13.1% | -14.7% |
| 30D | +9.9% | -9.5% | +19.4% | +16.6% |
| 3M | +30.2% | +11.5% | +18.7% | +20.8% |
| 6M | +37.2% | -3.5% | +40.8% | +37.3% |
| YTD | -7.3% | +3.7% | -11.0% | -13.0% |
| 1Y | +40.0% | -7.9% | +47.9% | +42.2% |
| 3Y | -4.4% | +24.7% | -29.1% | -25.8% |
| 5Y | -76.0% | +13.6% | -89.6% | -82.7% |
| All | -78.0% | +30.5% | -108.5% | -82.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling