-81.1%
PATH vs WAT
+53.1%
-134.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.1% | -0.6% | -2.1% |
| 7D | -5.6% | -5.6% | 0.0% | -2.8% |
| 30D | -0.7% | +3.8% | -4.5% | -2.7% |
| 3M | -5.9% | +13.3% | -19.1% | -11.9% |
| 6M | +21.6% | +32.2% | -10.6% | +4.2% |
| YTD | -20.6% | +19.3% | -39.9% | -29.3% |
| 1Y | -10.6% | +21.8% | -32.4% | -21.5% |
| 3Y | -24.9% | +73.9% | -98.8% | -50.2% |
| 5Y | -76.8% | +32.1% | -108.9% | -82.0% |
| All | -81.1% | +53.1% | -134.2% | -83.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 10y: compounded portfolio wealth divided by compounded WAT 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…
10y analysis · Full analysis span regression · 6 months rolling