+84.7%
WDC vs PATH
-6.5%
+91.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.4% | +5.9% | +8.4% |
| 7D | -3.2% | -2.7% | -0.5% | -3.4% |
| 30D | -19.0% | -1.4% | -17.7% | -19.0% |
| 3M | -28.4% | -16.4% | -12.0% | -29.4% |
| 6M | -39.2% | +23.3% | -62.5% | -38.8% |
| YTD | +82.1% | -19.8% | +101.9% | +98.3% |
| 1Y | +84.7% | -8.6% | +93.2% | +95.3% |
| All | +84.7% | -6.5% | +91.2% | +95.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PATH.
Daily Out/Under-Performance
Portfolio return minus PATH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PATH 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 1y: compounded portfolio wealth divided by compounded PATH 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…
1y analysis · Full analysis span regression · 6 months rolling