-75.7%
PATH vs W
-63.2%
-12.5%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +12.6% |
| 6M | +37.2% | +26.3% | +10.9% | +20.0% |
| YTD | -7.3% | -1.0% | -6.3% | -12.9% |
| 1Y | +40.0% | +20.1% | +19.9% | +17.0% |
| 3Y | -4.4% | +37.8% | -42.2% | -35.0% |
| All | -75.7% | -63.2% | -12.5% | -75.5% |
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