-6.1%
PATH vs WAB
+153.4%
-159.5%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +0.7% | -17.4% | -16.9% |
| 7D | -16.3% | -3.2% | -13.1% | -15.3% |
| 30D | +9.9% | -4.4% | +14.4% | +11.7% |
| 3M | +30.2% | +7.9% | +22.3% | +23.8% |
| 6M | +37.2% | +8.7% | +28.5% | +27.4% |
| YTD | -7.3% | +33.0% | -40.3% | -26.7% |
| 1Y | +40.0% | +46.7% | -6.7% | +2.7% |
| All | -6.1% | +153.4% | -159.5% | -62.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling