+928.6%
WDC vs PATH
-76.4%
+1,005.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -16.6% | +22.5% | +8.7% |
| 7D | +1.7% | -16.3% | +18.1% | +4.4% |
| 30D | -10.0% | +9.9% | -19.9% | -12.3% |
| 3M | -18.8% | +30.2% | -48.9% | -24.0% |
| 6M | +79.0% | +37.2% | +41.8% | +63.5% |
| YTD | +171.6% | -7.3% | +178.9% | +168.1% |
| 1Y | +417.4% | +40.0% | +377.4% | +355.0% |
| 3Y | +1,251.8% | -4.4% | +1,256.2% | +1,118.4% |
| All | +928.6% | -76.4% | +1,005.0% | +954.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling