+191.1%
WMT vs PATH
-80.1%
+271.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.7% | +2.6% | -1.0% |
| 7D | +5.3% | -5.6% | +10.9% | +5.5% |
| 30D | +19.1% | -0.7% | +19.8% | +19.1% |
| 3M | +14.0% | -5.9% | +19.8% | +14.0% |
| 6M | -1.9% | +21.6% | -23.5% | -2.7% |
| YTD | +15.4% | -20.6% | +36.0% | +15.9% |
| 1Y | +26.9% | -10.6% | +37.5% | +26.7% |
| 3Y | +140.1% | -24.9% | +165.0% | +137.1% |
| 5Y | +171.5% | -76.8% | +248.3% | +164.5% |
| All | +191.1% | -80.1% | +271.2% | +183.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling