+469.1%
AXP vs W
+155.0%
+314.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.5% | -3.6% | -1.5% |
| 7D | -2.1% | -4.2% | +2.1% | -1.5% |
| 30D | -6.5% | -7.6% | +1.0% | -5.5% |
| 3M | +4.6% | +37.2% | -32.5% | -1.5% |
| 6M | +5.4% | +26.3% | -20.9% | -0.2% |
| YTD | -11.1% | -1.0% | -10.1% | -13.1% |
| 1Y | -0.3% | +20.1% | -20.4% | -6.3% |
| 3Y | +111.6% | +37.8% | +73.8% | +82.6% |
| 5Y | +117.6% | -63.7% | +181.2% | +103.4% |
| All | +469.1% | +155.0% | +314.1% | +197.3% |
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