-21.8%
PATH vs WTW
+44.3%
-66.1%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | +0.8% |
| 7D | -5.3% | +1.4% | -6.7% | -5.8% |
| 30D | -0.5% | +13.1% | -13.7% | -5.2% |
| 3M | -7.1% | -3.0% | -4.2% | -6.3% |
| 6M | +23.8% | +31.2% | -7.4% | +13.3% |
| YTD | -20.7% | +1.1% | -21.8% | -23.4% |
| 1Y | -8.1% | +3.4% | -11.5% | -11.6% |
| 3Y | -21.8% | +44.7% | -66.5% | -23.1% |
| All | -21.8% | +44.3% | -66.1% | -23.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling