-78.0%
PATH vs SW
+9.9%
-87.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +1.3% | -17.9% | -16.9% |
| 7D | -16.3% | -5.1% | -11.2% | -15.5% |
| 30D | +9.9% | -4.6% | +14.5% | +10.8% |
| 3M | +30.2% | +9.4% | +20.8% | +27.3% |
| 6M | +37.2% | +3.5% | +33.7% | +34.9% |
| YTD | -7.3% | +22.0% | -29.4% | -12.8% |
| 1Y | +40.0% | +2.2% | +37.8% | +36.5% |
| 3Y | -4.4% | +19.6% | -24.0% | -11.9% |
| 5Y | -76.0% | -2.3% | -73.7% | -78.6% |
| All | -78.0% | +9.9% | -87.9% | -80.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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