-80.9%
PATH vs WBD
-12.0%
-69.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.9% | +205.5% | -229.5% | -17.8% |
| 7D | -23.9% | +205.5% | -229.5% | -17.8% |
| 30D | -23.9% | +205.5% | -229.5% | -17.8% |
| 3M | -23.9% | +205.5% | -229.5% | -17.8% |
| 6M | -23.9% | +205.5% | -229.5% | -17.8% |
| YTD | -23.9% | +205.5% | -229.5% | -17.8% |
| 1Y | -23.9% | +205.5% | -229.5% | -17.8% |
| 3Y | -19.0% | +206.7% | -225.7% | -13.9% |
| 5Y | -74.4% | +18.4% | -92.7% | -61.2% |
| All | -80.9% | -12.0% | -69.0% | -67.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WBD.
Daily Out/Under-Performance
Portfolio return minus WBD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WBD 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 10y: compounded portfolio wealth divided by compounded WBD 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…
10y analysis · Full analysis span regression · 6 months rolling