-81.2%
PATH vs WFC
+125.9%
-207.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.4% |
| 7D | -5.3% | +0.6% | -6.0% | -5.6% |
| 30D | -0.5% | +4.6% | -5.1% | -2.8% |
| 3M | -7.1% | -3.6% | -3.5% | -6.0% |
| 6M | +23.8% | +5.6% | +18.2% | +19.3% |
| YTD | -20.7% | -8.5% | -12.2% | -18.4% |
| 1Y | -8.1% | -0.3% | -7.7% | -9.5% |
| 3Y | -21.8% | +116.4% | -138.3% | -51.0% |
| 5Y | -76.8% | +87.2% | -164.1% | -84.7% |
| All | -81.2% | +125.9% | -207.1% | -86.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WFC.
Daily Out/Under-Performance
Portfolio return minus WFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WFC 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 WFC 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