-75.9%
PATH vs WFC
+92.9%
-168.8%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.2% | +0.7% | +1.7% |
| 7D | -4.8% | +4.5% | -9.3% | -7.1% |
| 30D | +2.7% | +7.4% | -4.7% | -1.3% |
| 3M | -4.2% | -0.5% | -3.7% | -4.5% |
| 6M | +24.7% | +11.7% | +13.1% | +15.9% |
| YTD | -17.6% | -4.6% | -12.9% | -16.8% |
| 1Y | -5.3% | +2.5% | -7.9% | -8.4% |
| 3Y | -22.0% | +123.9% | -145.9% | -56.5% |
| All | -75.9% | +92.9% | -168.8% | -85.3% |
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