-77.0%
PATH vs WAT
+32.4%
-109.4%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.6% |
| 7D | -5.3% | -1.1% | -4.2% | -4.8% |
| 30D | -0.5% | +5.0% | -5.5% | -3.2% |
| 3M | -7.1% | +14.5% | -21.6% | -13.8% |
| 6M | +23.8% | +30.9% | -7.1% | +6.1% |
| YTD | -20.7% | +20.5% | -41.2% | -30.1% |
| 1Y | -8.1% | +23.3% | -31.4% | -20.2% |
| 3Y | -21.8% | +81.5% | -103.3% | -51.4% |
| All | -77.0% | +32.4% | -109.4% | -82.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling