-77.0%
PATH vs WWD
+161.2%
-238.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -6.0% | +2.3% | -1.1% |
| 7D | -5.6% | -2.6% | -3.0% | -4.8% |
| 30D | -0.7% | -7.7% | +7.0% | +2.4% |
| 3M | -5.9% | -17.7% | +11.9% | +1.6% |
| 6M | +21.6% | -15.9% | +37.5% | +26.9% |
| YTD | -20.6% | +1.8% | -22.4% | -28.4% |
| 1Y | -10.6% | +17.4% | -28.0% | -26.7% |
| 3Y | -24.9% | +137.1% | -162.0% | -64.1% |
| All | -77.0% | +161.2% | -238.2% | -90.3% |
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