-81.2%
PATH vs WSM
+243.9%
-325.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.0% | -3.2% | -1.5% |
| 7D | -2.7% | +0.9% | -3.6% | -3.1% |
| 30D | -3.7% | +8.6% | -12.3% | -7.4% |
| 3M | -13.8% | +4.2% | -18.0% | -15.9% |
| 6M | +20.3% | +44.6% | -24.3% | +0.2% |
| YTD | -20.8% | +48.5% | -69.3% | -35.6% |
| 1Y | -9.2% | +34.7% | -43.9% | -22.8% |
| 3Y | -21.8% | +271.0% | -292.8% | -66.6% |
| 5Y | -77.4% | +180.9% | -258.4% | -90.3% |
| All | -81.2% | +243.9% | -325.1% | -92.1% |
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