+117.0%
AXP vs W
-63.2%
+180.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -1.4% |
| 6M | +5.4% | +26.3% | -20.9% | -0.1% |
| YTD | -11.1% | -1.0% | -10.1% | -13.1% |
| 1Y | -0.3% | +20.1% | -20.4% | -6.2% |
| 3Y | +111.6% | +37.8% | +73.8% | +81.6% |
| All | +117.0% | -63.2% | +180.2% | +91.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling