-6.1%
PATH vs WAT
+46.1%
-52.2%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -1.0% | -15.6% | -16.2% |
| 7D | -16.3% | -1.3% | -15.0% | -15.8% |
| 30D | +9.9% | +2.3% | +7.6% | +9.0% |
| 3M | +30.2% | +8.7% | +21.4% | +25.4% |
| 6M | +37.2% | +28.3% | +8.9% | +21.7% |
| YTD | -7.3% | +7.8% | -15.1% | -11.3% |
| 1Y | +40.0% | +36.6% | +3.4% | +17.7% |
| All | -6.1% | +46.1% | -52.2% | -31.6% |
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