-21.8%
PATH vs WAT
+73.0%
-94.8%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.1% | -0.6% | -2.4% |
| 7D | -5.6% | -5.6% | 0.0% | -3.3% |
| 30D | -0.7% | +3.8% | -4.5% | -2.3% |
| 3M | -5.9% | +13.3% | -19.1% | -10.7% |
| 6M | +21.6% | +32.2% | -10.6% | +7.5% |
| YTD | -20.6% | +19.3% | -39.9% | -27.3% |
| 1Y | -10.6% | +21.8% | -32.4% | -19.0% |
| All | -21.8% | +73.0% | -94.8% | -51.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling