+4.3%
PATH vs WETO
-99.9%
+104.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -23.5% | +22.3% | -1.0% |
| 7D | -2.3% | -23.1% | +20.8% | -2.2% |
| 30D | -4.8% | -43.4% | +38.6% | -4.6% |
| 3M | -17.7% | -87.9% | +70.2% | -18.2% |
| 6M | +18.9% | -98.7% | +117.6% | +21.9% |
| YTD | -21.7% | -99.3% | +77.6% | -19.2% |
| 1Y | -9.6% | -99.4% | +89.8% | -6.3% |
| All | +4.3% | -99.9% | +104.2% | +13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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