-77.0%
PATH vs WFC
+87.9%
-164.9%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.4% | +0.1% |
| 7D | -5.3% | +1.2% | -6.6% | -6.0% |
| 30D | -0.5% | +5.2% | -5.7% | -3.4% |
| 3M | -7.1% | -3.0% | -4.1% | -6.2% |
| 6M | +23.8% | +6.2% | +17.6% | +18.3% |
| YTD | -20.7% | -7.9% | -12.8% | -18.5% |
| 1Y | -8.1% | +0.3% | -8.3% | -10.1% |
| 3Y | -21.8% | +117.7% | -139.6% | -55.8% |
| All | -77.0% | +87.9% | -164.9% | -85.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling