-81.1%
PATH vs WST
+24.3%
-105.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.0% | +0.3% | -2.6% |
| 7D | -5.6% | -5.8% | +0.2% | -4.0% |
| 30D | -0.7% | +5.3% | -6.0% | -2.1% |
| 3M | -5.9% | +11.8% | -17.7% | -8.8% |
| 6M | +21.6% | +26.7% | -5.1% | +13.5% |
| YTD | -20.6% | +43.0% | -63.6% | -29.0% |
| 1Y | -10.6% | +38.9% | -49.4% | -19.5% |
| 3Y | -24.9% | +18.2% | -43.0% | -36.7% |
| 5Y | -76.8% | -1.5% | -75.3% | -78.8% |
| All | -81.1% | +24.3% | -105.5% | -85.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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