-81.2%
PATH vs WCN
+68.6%
-149.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.5% |
| 7D | -5.3% | +2.9% | -8.2% | -6.5% |
| 30D | -0.5% | +22.1% | -22.6% | -8.9% |
| 3M | -7.1% | +13.2% | -20.3% | -12.0% |
| 6M | +23.8% | +23.7% | +0.1% | +12.5% |
| YTD | -20.7% | +8.7% | -29.4% | -23.8% |
| 1Y | -8.1% | +15.3% | -23.4% | -14.5% |
| 3Y | -21.8% | +46.0% | -67.8% | -40.1% |
| 5Y | -76.8% | +45.9% | -122.8% | -83.3% |
| All | -81.2% | +68.6% | -149.8% | -84.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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