+114.9%
AXP vs GWW
+93.2%
+21.6%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.2% |
| 7D | -0.1% | +3.6% | -3.7% | -1.7% |
| 30D | +4.4% | +12.1% | -7.7% | -0.9% |
| 3M | -6.4% | +12.9% | -19.3% | -11.6% |
| 6M | +4.2% | +19.3% | -15.2% | -4.6% |
| YTD | -12.4% | +48.7% | -61.1% | -29.4% |
| 1Y | -11.1% | +60.5% | -71.6% | -31.4% |
| 3Y | +114.9% | +93.3% | +21.6% | +62.9% |
| All | +114.9% | +93.2% | +21.6% | +62.9% |
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 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