+1.3%
AXP vs GWW
+30.8%
-29.6%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.6% | +0.7% |
| 7D | +0.6% | -1.5% | +2.1% | +0.9% |
| 30D | -4.3% | +1.1% | -5.5% | -4.7% |
| 3M | +4.7% | -1.0% | +5.7% | +4.6% |
| 6M | +9.0% | +16.3% | -7.3% | +2.5% |
| YTD | -11.1% | +28.5% | -39.6% | -21.5% |
| 1Y | +1.3% | +30.3% | -29.0% | -12.3% |
| All | +1.3% | +30.8% | -29.6% | -12.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling