+348.0%
AXP vs W
+214.9%
+133.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -8.2% | +5.9% | -1.2% |
| 7D | +0.4% | -5.6% | +6.0% | +1.1% |
| 30D | +7.0% | +7.5% | -0.5% | +5.8% |
| 3M | -6.6% | +5.4% | -12.0% | -7.6% |
| 6M | +3.5% | +79.4% | -75.9% | -6.0% |
| YTD | -11.2% | +12.9% | -24.1% | -14.7% |
| 1Y | -10.2% | +12.4% | -22.6% | -13.9% |
| 3Y | +120.0% | +128.5% | -8.4% | +80.8% |
| 5Y | +95.6% | -54.0% | +149.5% | +76.8% |
| 10Y | +468.1% | +248.8% | +219.4% | +240.0% |
| All | +348.0% | +214.9% | +133.0% | +169.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling