-81.1%
PATH vs WAB
+257.1%
-338.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -5.6% | +1.9% | -0.4% |
| 7D | -5.6% | -2.5% | -3.1% | -4.3% |
| 30D | -0.7% | -4.4% | +3.7% | +1.6% |
| 3M | -5.9% | -5.9% | +0.1% | -3.1% |
| 6M | +21.6% | +5.9% | +15.6% | +12.5% |
| YTD | -20.6% | +30.9% | -51.5% | -39.8% |
| 1Y | -10.6% | +35.8% | -46.4% | -34.3% |
| 3Y | -24.9% | +154.0% | -178.9% | -68.4% |
| 5Y | -76.8% | +203.9% | -280.7% | -91.6% |
| All | -81.1% | +257.1% | -338.3% | -93.6% |
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