-78.0%
PATH vs WWD
+199.0%
-277.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +1.1% | -17.7% | -17.1% |
| 7D | -16.3% | +1.3% | -17.6% | -16.8% |
| 30D | +9.9% | -7.2% | +17.1% | +13.0% |
| 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% | -19.3% |
| 1Y | +40.0% | +42.1% | -2.1% | +7.2% |
| 3Y | -4.4% | +170.8% | -175.2% | -53.0% |
| 5Y | -76.0% | +197.5% | -273.5% | -89.5% |
| All | -78.0% | +199.0% | -277.0% | -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 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