-77.0%
PATH vs WING
+4.1%
-81.1%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.4% |
| 7D | -5.3% | +9.0% | -14.4% | -8.3% |
| 30D | -0.5% | +39.9% | -40.5% | -12.4% |
| 3M | -7.1% | +40.4% | -47.6% | -19.8% |
| 6M | +23.8% | +12.9% | +10.9% | +14.0% |
| YTD | -20.7% | -31.1% | +10.4% | -14.1% |
| 1Y | -8.1% | -32.7% | +24.6% | -0.3% |
| 3Y | -21.8% | -19.8% | -2.0% | -38.8% |
| All | -77.0% | +4.1% | -81.1% | -85.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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