+424.9%
AXP vs WAB
+282.9%
+142.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | -2.9% | +3.1% | -6.0% | -4.8% |
| 30D | +3.7% | +6.4% | -2.7% | -0.3% |
| 3M | -4.9% | +2.2% | -7.1% | -6.6% |
| 6M | +4.1% | +13.7% | -9.6% | -5.1% |
| YTD | -11.7% | +43.0% | -54.7% | -30.3% |
| 1Y | -11.7% | +47.0% | -58.7% | -31.5% |
| 3Y | +116.5% | +174.4% | -57.9% | +14.6% |
| 5Y | +89.5% | +222.2% | -132.7% | -10.1% |
| 10Y | +424.9% | +276.9% | +148.0% | +85.8% |
| All | +424.9% | +282.9% | +142.0% | +85.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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