-21.8%
PATH vs WST
+19.1%
-40.9%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -1.9% | -0.2% |
| 7D | -5.3% | -3.1% | -2.2% | -5.1% |
| 30D | -0.5% | +9.1% | -9.6% | -1.0% |
| 3M | -7.1% | +14.7% | -21.8% | -7.8% |
| 6M | +23.8% | +28.0% | -4.2% | +22.1% |
| YTD | -20.7% | +45.6% | -66.3% | -22.6% |
| 1Y | -8.1% | +45.7% | -53.7% | -10.4% |
| 3Y | -21.8% | +21.1% | -42.9% | -29.9% |
| All | -21.8% | +19.1% | -40.9% | -29.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling