-77.4%
PATH vs WCN
+46.3%
-123.7%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.4% |
| 7D | -2.7% | +1.2% | -3.9% | -3.2% |
| 30D | -3.7% | +24.6% | -28.3% | -13.5% |
| 3M | -13.8% | +14.2% | -28.0% | -19.2% |
| 6M | +20.3% | +25.7% | -5.4% | +7.1% |
| YTD | -20.8% | +9.3% | -30.1% | -24.5% |
| 1Y | -9.2% | +15.3% | -24.6% | -16.4% |
| 3Y | -21.8% | +48.6% | -70.3% | -43.9% |
| 5Y | -77.4% | +46.9% | -124.3% | -85.0% |
| All | -77.4% | +46.3% | -123.7% | -85.0% |
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