-81.2%
PATH vs W
-64.2%
-16.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.4% | +0.4% |
| 7D | -5.3% | -3.6% | -1.7% | -4.3% |
| 30D | -0.5% | +7.0% | -7.5% | -3.2% |
| 3M | -7.1% | +7.4% | -14.5% | -10.3% |
| 6M | +23.8% | +69.3% | -45.5% | -1.7% |
| YTD | -20.7% | +11.3% | -32.0% | -28.8% |
| 1Y | -8.1% | +13.2% | -21.3% | -19.1% |
| 3Y | -21.8% | +142.0% | -163.8% | -57.8% |
| 5Y | -76.8% | -54.6% | -22.2% | -79.1% |
| All | -81.2% | -64.2% | -16.9% | -81.5% |
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