+448.7%
AXP vs WAB
+287.6%
+161.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.8% | -3.1% | -2.3% |
| 7D | +0.6% | +1.4% | -0.8% | -0.3% |
| 30D | +5.8% | +0.4% | +5.4% | +5.4% |
| 3M | -6.0% | -3.8% | -2.2% | -4.3% |
| 6M | +0.3% | +5.1% | -4.8% | -4.1% |
| YTD | -12.3% | +33.3% | -45.6% | -27.9% |
| 1Y | -11.2% | +39.8% | -51.1% | -29.1% |
| 3Y | +117.0% | +161.1% | -44.0% | +18.3% |
| 5Y | +93.2% | +209.5% | -116.3% | -6.1% |
| All | +448.7% | +287.6% | +161.1% | +93.5% |
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