-81.0%
PATH vs WSM
+244.4%
-325.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.2% | +2.3% |
| 7D | -2.7% | -3.0% | +0.2% | -1.5% |
| 30D | -1.4% | +10.1% | -11.4% | -5.7% |
| 3M | -16.4% | +4.9% | -21.3% | -18.7% |
| 6M | +23.3% | +49.8% | -26.5% | +1.1% |
| YTD | -19.8% | +48.7% | -68.6% | -34.8% |
| 1Y | -8.6% | +38.7% | -47.3% | -23.3% |
| 3Y | -24.0% | +269.5% | -293.6% | -67.5% |
| 5Y | -77.1% | +179.0% | -256.1% | -90.2% |
| All | -81.0% | +244.4% | -325.4% | -92.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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