-78.0%
PATH vs WING
-15.6%
-62.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -1.0% | -15.7% | -16.3% |
| 7D | -16.3% | -3.9% | -12.5% | -15.2% |
| 30D | +9.9% | -11.6% | +21.5% | +13.7% |
| 3M | +30.2% | -24.2% | +54.4% | +40.6% |
| 6M | +37.2% | -54.1% | +91.3% | +77.7% |
| YTD | -7.3% | -53.9% | +46.6% | +17.5% |
| 1Y | +40.0% | -64.4% | +104.4% | +94.5% |
| 3Y | -4.4% | -30.2% | +25.8% | -24.3% |
| 5Y | -76.0% | -34.1% | -41.9% | -83.5% |
| All | -78.0% | -15.6% | -62.4% | -87.1% |
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