+116.7%
AXP vs W
+164.5%
-47.8%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.7% | +3.5% | +0.4% |
| 7D | -0.6% | +1.1% | -1.7% | -0.9% |
| 30D | +5.0% | +6.4% | -1.5% | +3.7% |
| 3M | -4.2% | +9.0% | -13.2% | -6.0% |
| 6M | +2.9% | +69.8% | -66.9% | -8.0% |
| YTD | -11.6% | +12.1% | -23.6% | -15.9% |
| 1Y | -11.1% | 0.0% | -11.1% | -13.9% |
| 3Y | +116.7% | +160.3% | -43.6% | +61.0% |
| All | +116.7% | +164.5% | -47.8% | +61.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling