-81.1%
PATH vs WING
+28.1%
-109.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.1% | -2.6% | -3.3% |
| 7D | -5.6% | +14.0% | -19.6% | -10.0% |
| 30D | -0.7% | +47.7% | -48.4% | -14.2% |
| 3M | -5.9% | +34.2% | -40.1% | -17.3% |
| 6M | +21.6% | +13.6% | +8.0% | +11.7% |
| YTD | -20.6% | -30.0% | +9.4% | -14.6% |
| 1Y | -10.6% | -33.9% | +23.3% | -2.2% |
| 3Y | -24.9% | -18.7% | -6.2% | -40.1% |
| 5Y | -76.8% | +5.5% | -82.4% | -86.6% |
| All | -81.1% | +28.1% | -109.2% | -90.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling