-78.0%
PATH vs SWK
-42.4%
-35.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +0.9% | -17.5% | -17.1% |
| 7D | -16.3% | -0.4% | -15.9% | -16.2% |
| 30D | +9.9% | -5.7% | +15.6% | +13.0% |
| 3M | +30.2% | +24.1% | +6.1% | +15.6% |
| 6M | +37.2% | +24.7% | +12.5% | +19.4% |
| YTD | -7.3% | +33.9% | -41.3% | -23.0% |
| 1Y | +40.0% | +34.7% | +5.3% | +14.8% |
| 3Y | -4.4% | +15.3% | -19.7% | -18.7% |
| 5Y | -76.0% | -39.3% | -36.7% | -75.9% |
| All | -78.0% | -42.4% | -35.6% | -78.1% |
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