-75.7%
PATH vs WSM
+179.2%
-254.9%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +2.1% | -18.7% | -17.6% |
| 7D | -16.3% | -3.3% | -13.0% | -15.2% |
| 30D | +9.9% | -8.4% | +18.3% | +14.2% |
| 3M | +30.2% | +9.7% | +20.5% | +23.7% |
| 6M | +37.2% | +16.7% | +20.5% | +25.5% |
| YTD | -7.3% | +28.7% | -36.0% | -19.7% |
| 1Y | +40.0% | +13.7% | +26.3% | +28.0% |
| 3Y | -4.4% | +230.1% | -234.5% | -59.5% |
| All | -75.7% | +179.2% | -254.9% | -89.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling