-81.1%
PATH vs WWD
+165.0%
-246.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -6.0% | +2.3% | -1.2% |
| 7D | -5.6% | -2.6% | -3.0% | -4.8% |
| 30D | -0.7% | -7.7% | +7.0% | +2.2% |
| 3M | -5.9% | -17.7% | +11.9% | +1.3% |
| 6M | +21.6% | -15.9% | +37.5% | +26.7% |
| YTD | -20.6% | +1.8% | -22.4% | -27.7% |
| 1Y | -10.6% | +17.4% | -28.0% | -25.5% |
| 3Y | -24.9% | +137.1% | -162.0% | -61.1% |
| 5Y | -76.8% | +162.4% | -239.2% | -89.4% |
| All | -81.1% | +165.0% | -246.2% | -91.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling