-81.2%
PATH vs WU
-58.6%
-22.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | 0.0% |
| 7D | -2.7% | +9.1% | -11.8% | -6.4% |
| 30D | -3.7% | +12.1% | -15.8% | -8.6% |
| 3M | -13.8% | +0.3% | -14.1% | -14.1% |
| 6M | +20.3% | -19.1% | +39.4% | +29.7% |
| YTD | -20.8% | -19.2% | -1.6% | -14.9% |
| 1Y | -9.2% | -15.3% | +6.0% | -4.8% |
| 3Y | -21.8% | -21.3% | -0.4% | -17.3% |
| 5Y | -77.4% | -41.7% | -35.8% | -72.2% |
| All | -81.2% | -58.6% | -22.6% | -77.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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