-77.0%
PATH vs WY
-34.0%
-43.0%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.0% | +2.9% | +1.8% |
| 7D | -5.3% | +3.1% | -8.4% | -7.4% |
| 30D | -0.5% | +13.0% | -13.5% | -8.6% |
| 3M | -7.1% | -16.8% | +9.7% | +3.8% |
| 6M | +23.8% | -11.2% | +35.0% | +30.3% |
| YTD | -20.7% | -9.1% | -11.6% | -20.7% |
| 1Y | -8.1% | -4.8% | -3.3% | -12.2% |
| 3Y | -21.8% | -25.3% | +3.4% | -12.0% |
| All | -77.0% | -34.0% | -43.0% | -68.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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