+1,256.8%
WDC vs PATH
-3.6%
+1,260.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -16.6% | +22.5% | +7.7% |
| 7D | +1.7% | -16.3% | +18.1% | +3.4% |
| 30D | -10.0% | +9.9% | -19.9% | -11.7% |
| 3M | -18.8% | +30.2% | -48.9% | -22.3% |
| 6M | +79.0% | +37.2% | +41.8% | +67.9% |
| YTD | +171.6% | -7.3% | +178.9% | +173.4% |
| 1Y | +417.4% | +40.0% | +377.4% | +367.7% |
| All | +1,256.8% | -3.6% | +1,260.4% | +1,230.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling