-75.2%
PATH vs WCN
+48.0%
-123.2%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +2.1% | +2.6% | -0.5% | +0.9% |
| 30D | +1.6% | +23.9% | -22.3% | -8.5% |
| 3M | -20.4% | +17.4% | -37.9% | -26.4% |
| 6M | +40.1% | +28.0% | +12.1% | +23.6% |
| YTD | -19.0% | +11.6% | -30.6% | -23.6% |
| 1Y | -5.8% | +16.9% | -22.7% | -13.7% |
| 3Y | -22.9% | +51.6% | -74.5% | -45.4% |
| All | -75.2% | +48.0% | -123.2% | -83.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling