-75.7%
PATH vs WM
+52.1%
-127.8%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -1.2% | -15.4% | -16.4% |
| 7D | -16.3% | -0.3% | -16.0% | -16.2% |
| 30D | +9.9% | -2.4% | +12.3% | +10.3% |
| 3M | +30.2% | +0.4% | +29.7% | +29.7% |
| 6M | +37.2% | -9.5% | +46.7% | +39.7% |
| YTD | -7.3% | +0.5% | -7.8% | -7.6% |
| 1Y | +40.0% | -1.1% | +41.1% | +40.1% |
| 3Y | -4.4% | +46.0% | -50.4% | -16.7% |
| All | -75.7% | +52.1% | -127.8% | -79.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling