+132.3%
WMT vs PATH
-76.4%
+208.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -16.6% | +15.4% | -0.7% |
| 7D | +3.9% | -16.3% | +20.2% | +4.4% |
| 30D | -4.4% | +9.9% | -14.3% | -4.7% |
| 3M | -8.8% | +30.2% | -38.9% | -9.6% |
| 6M | -15.6% | +37.2% | -52.9% | -16.7% |
| YTD | -3.2% | -7.3% | +4.1% | -3.1% |
| 1Y | +7.0% | +40.0% | -33.0% | +4.6% |
| 3Y | +105.3% | -4.4% | +109.7% | +100.6% |
| All | +132.3% | -76.4% | +208.8% | +127.2% |
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