+191.9%
WMT vs PATH
-79.7%
+271.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | +1.5% |
| 7D | +2.0% | +2.1% | 0.0% | +2.0% |
| 30D | +10.3% | +1.6% | +8.7% | +10.2% |
| 3M | +11.0% | -20.4% | +31.4% | +11.5% |
| 6M | -2.3% | +40.1% | -42.5% | -3.4% |
| YTD | +15.7% | -19.0% | +34.7% | +16.2% |
| 1Y | +26.0% | -5.8% | +31.8% | +25.6% |
| 3Y | +136.5% | -22.9% | +159.4% | +133.4% |
| 5Y | +176.8% | -75.3% | +252.1% | +169.4% |
| All | +191.9% | -79.7% | +271.7% | +184.1% |
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