-80.4%
PATH vs SWK
-29.4%
-51.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +13.1% | -10.2% | -3.5% |
| 7D | -4.8% | +17.9% | -22.7% | -12.6% |
| 30D | +2.7% | +31.9% | -29.3% | -10.9% |
| 3M | -4.2% | +16.6% | -20.7% | -11.8% |
| 6M | +24.7% | +61.1% | -36.4% | -3.7% |
| YTD | -17.6% | +64.2% | -81.8% | -38.4% |
| 1Y | -5.3% | +85.2% | -90.5% | -34.1% |
| 3Y | -22.0% | +50.2% | -72.2% | -42.6% |
| 5Y | -76.5% | -22.8% | -53.7% | -78.6% |
| All | -80.4% | -29.4% | -51.0% | -82.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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