+933.3%
AXP vs SW
+743.1%
+190.2%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.1% | -1.9% | +1.8% |
| 7D | +4.6% | +12.1% | -7.4% | +3.5% |
| 30D | +9.7% | +6.6% | +3.2% | +9.1% |
| 3M | -3.8% | -6.0% | +2.2% | -3.3% |
| 6M | +4.8% | +21.5% | -16.7% | +2.6% |
| YTD | -9.1% | +20.3% | -29.4% | -11.2% |
| 1Y | -6.7% | +28.1% | -34.8% | -9.4% |
| 3Y | +125.2% | +51.6% | +73.6% | +115.6% |
| 5Y | +105.0% | -0.1% | +105.1% | +98.3% |
| 10Y | +481.5% | +189.7% | +291.7% | +420.8% |
| All | +933.3% | +743.1% | +190.2% | +752.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling