-78.0%
PATH vs WFC
+142.2%
-220.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +0.9% | -17.5% | -17.0% |
| 7D | -16.3% | +3.8% | -20.1% | -17.9% |
| 30D | +9.9% | +1.5% | +8.4% | +8.8% |
| 3M | +30.2% | +10.9% | +19.3% | +23.1% |
| 6M | +37.2% | +8.4% | +28.8% | +30.0% |
| YTD | -7.3% | -1.9% | -5.4% | -7.6% |
| 1Y | +40.0% | +12.3% | +27.7% | +30.0% |
| 3Y | -4.4% | +132.3% | -136.7% | -42.0% |
| 5Y | -76.0% | +130.1% | -206.1% | -84.5% |
| All | -78.0% | +142.2% | -220.1% | -84.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling