-79.7%
PATH vs WTW
+46.9%
-126.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -2.8% | -5.0% | -6.3% |
| 7D | -22.8% | -2.7% | -20.0% | -21.4% |
| 30D | -6.9% | -5.6% | -1.3% | -3.9% |
| 3M | +25.4% | +26.5% | -1.1% | +10.7% |
| 6M | +18.1% | +8.1% | +10.0% | +12.4% |
| YTD | -14.5% | -0.3% | -14.2% | -15.9% |
| 1Y | +18.7% | -0.9% | +19.6% | +16.5% |
| 3Y | -24.2% | +66.6% | -90.8% | -49.1% |
| 5Y | -75.2% | +54.0% | -129.2% | -82.5% |
| All | -79.7% | +46.9% | -126.6% | -84.5% |
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