-81.1%
PATH vs WSM
+239.9%
-321.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.2% | +0.5% | -1.8% |
| 7D | -5.6% | -0.5% | -5.1% | -5.5% |
| 30D | -0.7% | +7.1% | -7.8% | -3.9% |
| 3M | -5.9% | +4.5% | -10.4% | -8.2% |
| 6M | +21.6% | +44.4% | -22.8% | +1.3% |
| YTD | -20.6% | +46.8% | -67.4% | -35.1% |
| 1Y | -10.6% | +31.7% | -42.3% | -23.2% |
| 3Y | -24.9% | +250.6% | -275.4% | -66.9% |
| 5Y | -76.8% | +174.1% | -250.9% | -90.0% |
| All | -81.1% | +239.9% | -321.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling