-8.1%
PATH vs WAB
+39.3%
-47.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.9% | +0.7% |
| 7D | -5.3% | +1.4% | -6.7% | -4.4% |
| 30D | -0.5% | +0.4% | -0.9% | -0.1% |
| 3M | -7.1% | -3.8% | -3.3% | -8.6% |
| 6M | +23.8% | +5.1% | +18.7% | +30.5% |
| YTD | -20.7% | +33.3% | -54.0% | -22.1% |
| 1Y | -8.1% | +39.8% | -47.9% | -12.4% |
| All | -8.1% | +39.3% | -47.4% | -12.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling