-81.1%
PATH vs WCC
+255.6%
-336.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -9.6% | +5.9% | 0.0% |
| 7D | -5.6% | -21.9% | +16.3% | +3.2% |
| 30D | -0.7% | -25.4% | +24.7% | +10.1% |
| 3M | -5.9% | -23.1% | +17.2% | +1.9% |
| 6M | +21.6% | -18.1% | +39.6% | +25.1% |
| YTD | -20.6% | +17.7% | -38.3% | -33.9% |
| 1Y | -10.6% | +12.4% | -23.0% | -23.9% |
| 3Y | -24.9% | +105.9% | -130.8% | -56.7% |
| 5Y | -76.8% | +116.8% | -193.6% | -88.1% |
| All | -81.1% | +255.6% | -336.8% | -90.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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