-78.0%
PATH vs WY
-25.1%
-52.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.1% | -16.5% | -16.6% |
| 7D | -16.3% | -2.6% | -13.7% | -15.0% |
| 30D | +9.9% | -10.9% | +20.8% | +17.7% |
| 3M | +30.2% | -6.0% | +36.2% | +33.9% |
| 6M | +37.2% | -5.6% | +42.9% | +38.5% |
| YTD | -7.3% | -1.1% | -6.2% | -11.1% |
| 1Y | +40.0% | -7.5% | +47.5% | +40.6% |
| 3Y | -4.4% | -22.7% | +18.3% | +7.9% |
| 5Y | -76.0% | -22.2% | -53.8% | -70.5% |
| All | -78.0% | -25.1% | -52.9% | -73.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling