-81.0%
PATH vs WAB
+285.4%
-366.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.4% |
| 7D | +0.7% | +7.9% | -7.2% | -3.8% |
| 30D | -1.1% | +4.9% | -6.0% | -4.3% |
| 3M | -14.2% | +1.8% | -15.9% | -15.7% |
| 6M | +30.9% | +12.0% | +18.9% | +17.7% |
| YTD | -20.1% | +41.3% | -61.3% | -42.1% |
| 1Y | -8.1% | +43.8% | -51.9% | -34.4% |
| 3Y | -24.3% | +171.1% | -195.3% | -69.3% |
| 5Y | -75.6% | +217.7% | -293.3% | -91.4% |
| All | -81.0% | +285.4% | -366.4% | -93.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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