+186.4%
WMT vs PATH
-80.2%
+266.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | -1.6% | -2.7% | +1.1% | -1.5% |
| 30D | +12.9% | -3.7% | +16.6% | +12.9% |
| 3M | +12.6% | -13.8% | +26.4% | +12.9% |
| 6M | -3.4% | +20.3% | -23.7% | -4.1% |
| YTD | +13.5% | -20.8% | +34.3% | +14.0% |
| 1Y | +23.5% | -9.2% | +32.7% | +23.3% |
| 3Y | +137.3% | -21.8% | +159.1% | +134.0% |
| 5Y | +167.9% | -77.4% | +245.3% | +161.1% |
| All | +186.4% | -80.2% | +266.6% | +178.8% |
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