+13.9%
PATH vs WETO
-99.4%
+113.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -0.4% | -7.4% | -7.8% |
| 7D | -22.8% | -57.2% | +34.5% | -22.6% |
| 30D | -6.9% | -48.8% | +41.9% | -8.0% |
| 3M | +25.4% | -97.7% | +123.1% | +30.2% |
| 6M | +18.1% | -94.3% | +112.4% | +18.8% |
| YTD | -14.5% | -97.0% | +82.5% | -12.2% |
| 1Y | +18.7% | -98.9% | +117.6% | +23.6% |
| All | +13.9% | -99.4% | +113.3% | +22.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling