-76.5%
PATH vs W
-50.6%
-25.9%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +11.0% | -8.1% | -1.0% |
| 7D | -4.8% | +8.4% | -13.2% | -7.7% |
| 30D | +2.7% | +16.5% | -13.9% | -3.0% |
| 3M | -4.2% | +6.4% | -10.6% | -7.2% |
| 6M | +24.7% | +90.5% | -65.8% | -5.2% |
| YTD | -17.6% | +23.1% | -40.6% | -28.6% |
| 1Y | -5.3% | +24.3% | -29.6% | -19.3% |
| 3Y | -22.0% | +149.0% | -171.0% | -58.4% |
| 5Y | -76.5% | -51.7% | -24.9% | -77.5% |
| All | -76.5% | -50.6% | -25.9% | -77.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling