+407.0%
AXP vs WAB
+266.7%
+140.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.3% |
| 7D | -0.1% | +5.1% | -5.2% | -3.0% |
| 30D | +4.4% | +4.0% | +0.4% | +1.8% |
| 3M | -6.4% | +0.1% | -6.5% | -7.0% |
| 6M | +4.2% | +12.8% | -8.6% | -4.6% |
| YTD | -12.4% | +40.1% | -52.4% | -30.1% |
| 1Y | -11.1% | +46.4% | -57.5% | -30.9% |
| 3Y | +114.9% | +167.4% | -52.5% | +15.5% |
| 5Y | +87.4% | +215.0% | -127.6% | -9.9% |
| All | +407.0% | +266.7% | +140.4% | +81.3% |
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