-77.1%
PATH vs WAB
+223.7%
-300.8%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.8% | -2.9% | -2.2% |
| 7D | -2.3% | +4.0% | -6.3% | -4.7% |
| 30D | -4.8% | +6.3% | -11.1% | -8.7% |
| 3M | -17.7% | +3.3% | -21.0% | -19.9% |
| 6M | +18.9% | +14.5% | +4.4% | +4.8% |
| YTD | -21.7% | +42.7% | -64.4% | -44.5% |
| 1Y | -9.6% | +45.2% | -54.8% | -37.0% |
| 3Y | -25.8% | +173.8% | -199.6% | -72.2% |
| 5Y | -77.1% | +223.8% | -300.9% | -92.8% |
| All | -77.1% | +223.7% | -300.8% | -92.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling