+407.0%
AXP vs W
+212.4%
+194.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.7% |
| 7D | -0.1% | +0.2% | -0.3% | -0.2% |
| 30D | +4.4% | +6.8% | -2.4% | +3.2% |
| 3M | -6.4% | +10.7% | -17.1% | -8.2% |
| 6M | +4.2% | +86.3% | -82.2% | -6.8% |
| YTD | -12.4% | +11.5% | -23.8% | -16.1% |
| 1Y | -11.1% | +5.1% | -16.2% | -14.3% |
| 3Y | +114.9% | +171.0% | -56.1% | +68.6% |
| 5Y | +87.4% | -56.6% | +144.0% | +70.6% |
| All | +407.0% | +212.4% | +194.6% | +166.4% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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