-8.1%
PATH vs WAT
+23.8%
-31.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.3% |
| 7D | -5.3% | -1.1% | -4.2% | -5.0% |
| 30D | -0.5% | +5.0% | -5.5% | -1.7% |
| 3M | -7.1% | +14.5% | -21.6% | -10.2% |
| 6M | +23.8% | +30.9% | -7.1% | +15.9% |
| YTD | -20.7% | +20.5% | -41.2% | -23.5% |
| 1Y | -8.1% | +23.3% | -31.4% | -10.2% |
| All | -8.1% | +23.8% | -31.8% | -10.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling