-80.4%
PATH vs WAT
+58.0%
-138.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.7% | +1.2% | +2.0% |
| 7D | -4.8% | -1.9% | -2.8% | -3.9% |
| 30D | +2.7% | +6.2% | -3.6% | -0.6% |
| 3M | -4.2% | +18.1% | -22.2% | -12.3% |
| 6M | +24.7% | +54.9% | -30.1% | -2.4% |
| YTD | -17.6% | +23.1% | -40.7% | -27.8% |
| 1Y | -5.3% | +27.3% | -32.6% | -18.8% |
| 3Y | -22.0% | +79.5% | -101.5% | -49.2% |
| 5Y | -76.5% | +35.0% | -111.5% | -82.0% |
| All | -80.4% | +58.0% | -138.4% | -83.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling