-81.0%
PATH vs WST
+30.9%
-111.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.3% | +2.4% |
| 7D | -2.7% | +1.1% | -3.8% | -3.0% |
| 30D | -1.4% | +12.4% | -13.7% | -4.4% |
| 3M | -16.4% | +17.6% | -34.0% | -20.1% |
| 6M | +23.3% | +28.3% | -5.0% | +14.7% |
| YTD | -19.8% | +50.5% | -70.3% | -29.3% |
| 1Y | -8.6% | +49.4% | -57.9% | -19.4% |
| 3Y | -24.0% | +21.9% | -45.9% | -36.0% |
| 5Y | -77.1% | +0.4% | -77.5% | -79.2% |
| All | -81.0% | +30.9% | -111.8% | -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