-80.9%
PATH vs WBD
-12.0%
-69.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +21.5% | +14.8% | +6.7% | +15.9% |
| 7D | +21.5% | +14.8% | +6.7% | +15.9% |
| 30D | +21.5% | +14.8% | +6.7% | +15.9% |
| 3M | +21.5% | +14.8% | +6.7% | +15.9% |
| 6M | +17.1% | +13.3% | +3.8% | +12.2% |
| YTD | -19.7% | +7.4% | -27.1% | -21.7% |
| 1Y | +2.0% | +63.0% | -61.0% | -15.4% |
| 3Y | -19.0% | +206.7% | -225.7% | -53.2% |
| 5Y | -74.4% | +18.4% | -92.7% | -78.9% |
| All | -80.9% | -12.0% | -69.0% | -82.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling