+348.2%
AXP vs W
+176.2%
+172.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.5% | -3.6% | -1.5% |
| 7D | -2.1% | -4.2% | +2.1% | -1.6% |
| 30D | -6.5% | -7.6% | +1.0% | -5.6% |
| 3M | +4.6% | +37.2% | -32.5% | -0.9% |
| 6M | +5.4% | +26.3% | -20.9% | +0.3% |
| YTD | -11.1% | -1.0% | -10.1% | -12.9% |
| 1Y | -0.3% | +20.1% | -20.4% | -5.7% |
| 3Y | +111.6% | +37.8% | +73.8% | +85.4% |
| 5Y | +117.6% | -63.7% | +181.2% | +102.9% |
| 10Y | +474.1% | +156.3% | +317.8% | +253.5% |
| All | +348.2% | +176.2% | +172.0% | +174.8% |
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