+5.5%
PATH vs WETO
-99.8%
+105.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -22.4% | +22.2% | 0.0% |
| 7D | -2.7% | -11.9% | +9.2% | -2.7% |
| 30D | -3.7% | -26.0% | +22.3% | -3.6% |
| 3M | -13.8% | -84.2% | +70.4% | -14.4% |
| 6M | +20.3% | -98.3% | +118.6% | +23.1% |
| YTD | -20.8% | -99.1% | +78.3% | -18.4% |
| 1Y | -9.2% | -99.3% | +90.0% | -6.0% |
| All | +5.5% | -99.8% | +105.3% | +14.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling