-15.6%
WMT vs PATH
+38.1%
-53.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -16.6% | +15.4% | -2.0% |
| 7D | +3.9% | -16.3% | +20.2% | +3.1% |
| 30D | -4.4% | +9.9% | -14.3% | -3.4% |
| 3M | -8.8% | +30.2% | -38.9% | -6.9% |
| 6M | -15.6% | +37.2% | -52.9% | -12.7% |
| All | -15.6% | +38.1% | -53.7% | -12.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling