-75.2%
PATH vs WTW
+55.3%
-130.5%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.0% | -0.7% | 0.0% |
| 7D | +2.1% | +2.0% | +0.1% | +0.8% |
| 30D | +1.6% | +12.9% | -11.3% | -6.2% |
| 3M | -20.4% | +0.7% | -21.2% | -20.8% |
| 6M | +40.1% | +39.5% | +0.7% | +13.3% |
| YTD | -19.0% | +3.1% | -22.1% | -22.3% |
| 1Y | -5.8% | +4.8% | -10.6% | -10.6% |
| 3Y | -22.9% | +42.9% | -65.9% | -47.0% |
| All | -75.2% | +55.3% | -130.5% | -85.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling