-5.3%
PATH vs W
+21.5%
-26.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +11.0% | -8.1% | +1.1% |
| 7D | -4.8% | +8.4% | -13.2% | -6.1% |
| 30D | +2.7% | +16.5% | -13.9% | +0.1% |
| 3M | -4.2% | +6.4% | -10.6% | -5.5% |
| 6M | +24.7% | +90.5% | -65.8% | +13.5% |
| YTD | -17.6% | +23.1% | -40.6% | -24.3% |
| 1Y | -5.3% | +24.3% | -29.6% | -12.2% |
| All | -5.3% | +21.5% | -26.8% | -12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 1y: compounded portfolio wealth divided by compounded W 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…
1y analysis · Full analysis span regression · 6 months rolling