+455.5%
AXP vs SW
+185.4%
+270.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.8% | -2.1% |
| 7D | +0.4% | +4.7% | -4.3% | -0.3% |
| 30D | +7.0% | +5.0% | +2.0% | +6.2% |
| 3M | -6.6% | -7.3% | +0.7% | -5.7% |
| 6M | +3.5% | +15.0% | -11.5% | +0.7% |
| YTD | -11.2% | +18.5% | -29.7% | -14.3% |
| 1Y | -10.2% | +27.1% | -37.3% | -14.3% |
| 3Y | +120.0% | +49.3% | +70.7% | +105.0% |
| 5Y | +95.6% | -1.6% | +97.2% | +85.2% |
| All | +455.5% | +185.4% | +270.1% | +366.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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