-81.1%
PATH vs W
-63.7%
-17.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -8.2% | +4.5% | -0.8% |
| 7D | -5.6% | -5.6% | 0.0% | -3.9% |
| 30D | -0.7% | +7.5% | -8.2% | -3.5% |
| 3M | -5.9% | +5.4% | -11.3% | -8.5% |
| 6M | +21.6% | +79.4% | -57.8% | -5.5% |
| YTD | -20.6% | +12.9% | -33.5% | -29.1% |
| 1Y | -10.6% | +12.4% | -23.0% | -21.0% |
| 3Y | -24.9% | +128.5% | -153.4% | -58.4% |
| 5Y | -76.8% | -54.0% | -22.9% | -79.2% |
| All | -81.1% | -63.7% | -17.5% | -81.6% |
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