-77.0%
PATH vs WSM
+168.7%
-245.7%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | +0.7% |
| 7D | -5.3% | +0.5% | -5.8% | -5.7% |
| 30D | -0.5% | +6.0% | -6.5% | -3.5% |
| 3M | -7.1% | +3.2% | -10.4% | -9.1% |
| 6M | +23.8% | +37.1% | -13.3% | +4.7% |
| YTD | -20.7% | +44.2% | -64.9% | -35.3% |
| 1Y | -8.1% | +34.2% | -42.3% | -22.5% |
| 3Y | -21.8% | +249.3% | -271.1% | -68.4% |
| All | -77.0% | +168.7% | -245.7% | -90.0% |
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 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