-81.2%
PATH vs WTW
+49.0%
-130.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | +1.1% |
| 7D | -5.3% | +1.4% | -6.7% | -6.0% |
| 30D | -0.5% | +13.1% | -13.7% | -7.1% |
| 3M | -7.1% | -3.0% | -4.2% | -5.6% |
| 6M | +23.8% | +31.2% | -7.4% | +7.2% |
| YTD | -20.7% | +1.1% | -21.8% | -22.6% |
| 1Y | -8.1% | +3.4% | -11.5% | -11.4% |
| 3Y | -21.8% | +44.7% | -66.5% | -41.4% |
| 5Y | -76.8% | +52.0% | -128.8% | -83.9% |
| All | -81.2% | +49.0% | -130.2% | -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