-75.7%
PATH vs WAB
+222.7%
-298.4%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +0.7% | -17.4% | -17.1% |
| 7D | -16.3% | -3.2% | -13.1% | -14.7% |
| 30D | +9.9% | -4.4% | +14.4% | +12.8% |
| 3M | +30.2% | +7.9% | +22.3% | +20.4% |
| 6M | +37.2% | +8.7% | +28.5% | +23.0% |
| YTD | -7.3% | +33.0% | -40.3% | -30.6% |
| 1Y | +40.0% | +46.7% | -6.7% | -3.3% |
| 3Y | -4.4% | +153.0% | -157.4% | -61.0% |
| All | -75.7% | +222.7% | -298.4% | -91.8% |
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