-10.6%
PATH vs W
+12.8%
-23.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -8.2% | +4.5% | -2.3% |
| 7D | -5.6% | -5.6% | 0.0% | -4.8% |
| 30D | -0.7% | +7.5% | -8.2% | -1.9% |
| 3M | -5.9% | +5.4% | -11.3% | -6.9% |
| 6M | +21.6% | +79.4% | -57.8% | +12.0% |
| YTD | -20.6% | +12.9% | -33.5% | -26.1% |
| 1Y | -10.6% | +12.4% | -23.0% | -16.1% |
| All | -10.6% | +12.8% | -23.4% | -16.1% |
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