+794.4%
WDC vs PATH
-76.8%
+871.3%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -16.6% | +22.5% | +8.6% |
| 7D | +1.7% | -16.3% | +18.1% | +4.3% |
| 30D | -10.0% | +9.9% | -19.9% | -12.2% |
| 3M | -18.8% | +30.2% | -48.9% | -23.8% |
| 6M | +79.0% | +37.2% | +41.8% | +64.1% |
| YTD | +171.6% | -7.3% | +178.9% | +168.2% |
| 1Y | +417.4% | +40.0% | +377.4% | +357.9% |
| 3Y | +1,251.8% | -4.4% | +1,256.2% | +1,126.9% |
| 5Y | +911.7% | -76.0% | +987.7% | +908.2% |
| All | +794.4% | -76.8% | +871.3% | +796.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling