+823.1%
WDC vs PATH
-79.3%
+902.4%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-09.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.1% | +4.2% | +1.6% |
| 7D | +7.5% | -24.6% | +32.0% | +12.0% |
| 30D | +10.1% | -13.0% | +23.0% | +11.6% |
| 3M | -6.8% | +26.2% | -33.0% | -12.5% |
| 6M | +84.1% | +13.4% | +70.8% | +74.6% |
| YTD | +180.3% | -17.2% | +197.5% | +181.6% |
| 1Y | +411.1% | +14.0% | +397.1% | +369.8% |
| 3Y | +1,375.0% | -26.6% | +1,401.6% | +1,310.4% |
| 5Y | +991.6% | -75.1% | +1,066.6% | +991.6% |
| All | +823.1% | -79.3% | +902.4% | +841.8% |
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 1990-01-01 to 2026-09-09: 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…
1990-01-01 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling