-80.4%
PATH vs WAB
+278.3%
-358.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.1% | +1.8% | +2.3% |
| 7D | -4.8% | +4.5% | -9.3% | -7.3% |
| 30D | +2.7% | +1.1% | +1.6% | +1.7% |
| 3M | -4.2% | -1.3% | -2.9% | -4.1% |
| 6M | +24.7% | +12.7% | +12.0% | +11.2% |
| YTD | -17.6% | +38.7% | -56.2% | -39.6% |
| 1Y | -5.3% | +44.9% | -50.3% | -33.1% |
| 3Y | -22.0% | +169.0% | -191.0% | -68.3% |
| 5Y | -76.5% | +229.7% | -306.2% | -91.8% |
| All | -80.4% | +278.3% | -358.7% | -93.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling