-78.0%
PATH vs WAT
+38.3%
-116.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -1.0% | -15.6% | -16.1% |
| 7D | -16.3% | -1.3% | -15.0% | -15.7% |
| 30D | +9.9% | +2.3% | +7.6% | +8.8% |
| 3M | +30.2% | +8.7% | +21.4% | +24.3% |
| 6M | +37.2% | +28.3% | +8.9% | +18.3% |
| YTD | -7.3% | +7.8% | -15.1% | -12.7% |
| 1Y | +40.0% | +36.6% | +3.4% | +13.6% |
| 3Y | -4.4% | +45.7% | -50.1% | -29.7% |
| 5Y | -76.0% | -3.3% | -72.7% | -80.2% |
| All | -78.0% | +38.3% | -116.3% | -79.9% |
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