+910.2%
AXP vs SW
+755.0%
+155.2%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -1.2% |
| 7D | -2.1% | -5.1% | +3.0% | -1.6% |
| 30D | -6.5% | -4.6% | -2.0% | -6.2% |
| 3M | +4.6% | +9.4% | -4.7% | +3.6% |
| 6M | +5.4% | +3.5% | +1.9% | +4.7% |
| YTD | -11.1% | +22.0% | -33.2% | -13.2% |
| 1Y | -0.3% | +2.2% | -2.5% | -1.2% |
| 3Y | +111.6% | +19.6% | +92.0% | +105.7% |
| 5Y | +117.6% | -2.3% | +119.9% | +110.6% |
| 10Y | +474.1% | +181.4% | +292.8% | +414.3% |
| All | +910.2% | +755.0% | +155.2% | +732.8% |
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