-80.4%
PATH vs SW
+8.4%
-88.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.1% | -1.2% | +2.1% |
| 7D | -4.8% | +12.1% | -16.8% | -7.0% |
| 30D | +2.7% | +6.6% | -3.9% | +1.3% |
| 3M | -4.2% | -6.0% | +1.8% | -3.2% |
| 6M | +24.7% | +21.5% | +3.3% | +19.1% |
| YTD | -17.6% | +20.3% | -37.9% | -22.4% |
| 1Y | -5.3% | +28.1% | -33.5% | -12.2% |
| 3Y | -22.0% | +51.6% | -73.6% | -30.5% |
| 5Y | -76.5% | -0.1% | -76.4% | -79.0% |
| All | -80.4% | +8.4% | -88.8% | -82.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling