+440.3%
AXP vs GWW
+696.0%
-255.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.4% | +0.7% |
| 7D | -1.1% | +5.3% | -6.4% | -3.7% |
| 30D | +5.2% | +12.4% | -7.2% | -0.8% |
| 3M | -4.6% | +13.7% | -18.3% | -10.7% |
| 6M | +3.2% | +18.0% | -14.8% | -5.6% |
| YTD | -11.3% | +44.6% | -55.9% | -27.5% |
| 1Y | -11.0% | +53.1% | -64.1% | -29.3% |
| 3Y | +120.2% | +90.2% | +29.9% | +55.4% |
| 5Y | +91.7% | +215.0% | -123.3% | +2.4% |
| 10Y | +440.3% | +658.9% | -218.6% | +106.9% |
| All | +440.3% | +696.0% | -255.6% | +106.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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