-81.1%
PATH vs WM
+94.9%
-176.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.2% | -4.9% | -3.9% |
| 7D | -5.6% | +4.5% | -10.1% | -6.2% |
| 30D | -0.7% | +16.1% | -16.7% | -2.7% |
| 3M | -5.9% | +8.0% | -13.9% | -6.9% |
| 6M | +21.6% | +8.4% | +13.2% | +20.0% |
| YTD | -20.6% | +11.2% | -31.8% | -21.9% |
| 1Y | -10.6% | +22.3% | -32.9% | -13.4% |
| 3Y | -24.9% | +50.2% | -75.1% | -31.6% |
| 5Y | -76.8% | +63.3% | -140.1% | -79.3% |
| All | -81.1% | +94.9% | -176.1% | -77.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 10y: compounded portfolio wealth divided by compounded WM 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…
10y analysis · Full analysis span regression · 6 months rolling