-81.2%
PATH vs WAB
+282.4%
-363.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.1% | -5.3% | -3.1% |
| 7D | -2.7% | +4.0% | -6.7% | -5.0% |
| 30D | -3.7% | +4.5% | -8.2% | -6.5% |
| 3M | -13.8% | +2.3% | -16.0% | -15.5% |
| 6M | +20.3% | +12.5% | +7.8% | +7.7% |
| YTD | -20.8% | +40.2% | -61.0% | -42.4% |
| 1Y | -9.2% | +45.2% | -54.4% | -35.9% |
| 3Y | -21.8% | +171.8% | -193.6% | -68.4% |
| 5Y | -77.4% | +217.6% | -295.0% | -92.1% |
| All | -81.2% | +282.4% | -363.6% | -93.9% |
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