+168.5%
WMT vs PATH
-76.8%
+245.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | +1.6% | -5.3% | +6.9% | +1.8% |
| 30D | +16.1% | -0.5% | +16.6% | +16.0% |
| 3M | +12.3% | -7.1% | +19.4% | +12.3% |
| 6M | -3.1% | +23.8% | -26.9% | -3.9% |
| YTD | +13.4% | -20.7% | +34.1% | +13.9% |
| 1Y | +24.5% | -8.1% | +32.5% | +24.1% |
| 3Y | +135.7% | -21.8% | +157.5% | +132.0% |
| All | +168.5% | -76.8% | +245.3% | +157.3% |
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 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