+117.0%
AXP vs GWW
+92.7%
+24.3%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -0.9% |
| 7D | +0.6% | +6.0% | -5.4% | -2.1% |
| 30D | +5.8% | +14.0% | -8.2% | -0.3% |
| 3M | -6.0% | +12.5% | -18.6% | -11.1% |
| 6M | +0.3% | +23.6% | -23.3% | -10.1% |
| YTD | -12.3% | +43.6% | -55.9% | -28.1% |
| 1Y | -11.2% | +52.5% | -63.7% | -29.8% |
| 3Y | +117.0% | +92.6% | +24.5% | +65.8% |
| All | +117.0% | +92.7% | +24.3% | +65.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling