-78.0%
PATH vs WTW
+51.2%
-129.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -2.1% | -14.5% | -15.5% |
| 7D | -16.3% | -2.6% | -13.7% | -15.0% |
| 30D | +9.9% | -1.0% | +10.9% | +10.5% |
| 3M | +30.2% | +29.9% | +0.2% | +13.1% |
| 6M | +37.2% | +10.7% | +26.5% | +28.8% |
| YTD | -7.3% | +2.6% | -9.9% | -10.2% |
| 1Y | +40.0% | +2.8% | +37.2% | +34.7% |
| 3Y | -4.4% | +67.3% | -71.7% | -35.7% |
| 5Y | -76.0% | +56.6% | -132.7% | -83.4% |
| All | -78.0% | +51.2% | -129.1% | -83.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling