+813.6%
WDC vs PATH
-78.6%
+892.2%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -7.8% | +9.9% | +3.4% |
| 7D | +6.0% | -22.8% | +28.8% | +10.0% |
| 30D | +9.9% | -6.9% | +16.8% | +10.3% |
| 3M | -9.4% | +25.4% | -34.8% | -14.7% |
| 6M | +94.7% | +18.1% | +76.6% | +83.4% |
| YTD | +177.4% | -14.5% | +191.9% | +177.3% |
| 1Y | +412.6% | +18.7% | +393.9% | +368.0% |
| 3Y | +1,359.8% | -24.2% | +1,384.0% | +1,288.8% |
| 5Y | +992.6% | -75.2% | +1,067.7% | +990.7% |
| All | +813.6% | -78.6% | +892.2% | +827.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling