-76.5%
PATH vs WM
+61.7%
-138.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.6% | +1.3% | +2.6% |
| 7D | -4.8% | +5.9% | -10.7% | -5.8% |
| 30D | +2.7% | +15.4% | -12.7% | -0.1% |
| 3M | -4.2% | +6.3% | -10.5% | -5.4% |
| 6M | +24.7% | +5.6% | +19.2% | +23.2% |
| YTD | -17.6% | +9.9% | -27.5% | -19.2% |
| 1Y | -5.3% | +20.8% | -26.2% | -9.4% |
| 3Y | -22.0% | +48.5% | -70.5% | -32.1% |
| 5Y | -76.5% | +60.6% | -137.1% | -80.8% |
| All | -76.5% | +61.7% | -138.2% | -80.8% |
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