-78.0%
PATH vs W
-68.2%
-9.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +2.5% | -19.2% | -17.5% |
| 7D | -16.3% | -4.2% | -12.1% | -15.3% |
| 30D | +9.9% | -7.6% | +17.5% | +12.4% |
| 3M | +30.2% | +37.2% | -7.0% | +12.7% |
| 6M | +37.2% | +26.3% | +10.9% | +20.1% |
| YTD | -7.3% | -1.0% | -6.3% | -12.9% |
| 1Y | +40.0% | +20.1% | +19.9% | +17.2% |
| 3Y | -4.4% | +37.8% | -42.2% | -34.8% |
| 5Y | -76.0% | -63.7% | -12.4% | -76.7% |
| All | -78.0% | -68.2% | -9.8% | -77.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling