-75.7%
PATH vs WWD
+198.3%
-273.9%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +1.1% | -17.7% | -17.1% |
| 7D | -16.3% | +1.3% | -17.6% | -16.9% |
| 30D | +9.9% | -7.2% | +17.1% | +13.1% |
| 3M | +30.2% | -3.8% | +34.0% | +29.7% |
| 6M | +37.2% | -9.9% | +47.1% | +38.7% |
| YTD | -7.3% | +14.8% | -22.1% | -20.0% |
| 1Y | +40.0% | +42.1% | -2.1% | +5.3% |
| 3Y | -4.4% | +170.8% | -175.2% | -55.9% |
| All | -75.7% | +198.3% | -273.9% | -90.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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