+105.0%
AXP vs SW
-0.1%
+105.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.1% | -1.9% | +1.4% |
| 7D | +4.6% | +12.1% | -7.4% | +2.5% |
| 30D | +9.7% | +6.6% | +3.2% | +8.4% |
| 3M | -3.8% | -6.0% | +2.2% | -2.9% |
| 6M | +4.8% | +21.5% | -16.7% | +0.4% |
| YTD | -9.1% | +20.3% | -29.4% | -13.3% |
| 1Y | -6.7% | +28.1% | -34.8% | -12.2% |
| 3Y | +125.2% | +51.6% | +73.6% | +107.3% |
| 5Y | +105.0% | -0.1% | +105.1% | +85.9% |
| All | +105.0% | -0.1% | +105.1% | +85.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling