-81.0%
PATH vs WTW
+51.4%
-132.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +2.0% | +2.2% |
| 7D | -2.7% | -0.9% | -1.8% | -2.3% |
| 30D | -1.4% | +12.0% | -13.3% | -7.4% |
| 3M | -16.4% | -2.1% | -14.3% | -15.5% |
| 6M | +23.3% | +34.8% | -11.5% | +5.2% |
| YTD | -19.8% | +2.7% | -22.6% | -22.4% |
| 1Y | -8.6% | +5.1% | -13.7% | -12.6% |
| 3Y | -24.0% | +44.4% | -68.5% | -42.8% |
| 5Y | -77.1% | +55.1% | -132.3% | -84.2% |
| All | -81.0% | +51.4% | -132.4% | -85.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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