-76.8%
PATH vs WAB
+207.7%
-284.6%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -5.6% | +1.9% | -0.3% |
| 7D | -5.6% | -2.5% | -3.1% | -4.3% |
| 30D | -0.7% | -4.4% | +3.7% | +1.7% |
| 3M | -5.9% | -5.9% | +0.1% | -3.0% |
| 6M | +21.6% | +5.9% | +15.6% | +12.1% |
| YTD | -20.6% | +30.9% | -51.5% | -40.6% |
| 1Y | -10.6% | +35.8% | -46.4% | -35.3% |
| 3Y | -24.9% | +154.0% | -178.9% | -70.5% |
| 5Y | -76.8% | +203.9% | -280.7% | -92.4% |
| All | -76.8% | +207.7% | -284.6% | -92.4% |
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 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