-81.2%
PATH vs WFC
+131.5%
-212.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.0% | -1.0% |
| 7D | -2.7% | +0.1% | -2.8% | -2.7% |
| 30D | -3.7% | +2.9% | -6.6% | -5.2% |
| 3M | -13.8% | -1.4% | -12.3% | -13.6% |
| 6M | +20.3% | +14.3% | +6.0% | +11.5% |
| YTD | -20.8% | -6.2% | -14.6% | -19.5% |
| 1Y | -9.2% | +1.6% | -10.8% | -11.4% |
| 3Y | -21.8% | +126.9% | -148.7% | -52.1% |
| 5Y | -77.4% | +94.0% | -171.4% | -85.2% |
| All | -81.2% | +131.5% | -212.7% | -86.2% |
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