-10.9%
AXP vs WAB
+45.2%
-56.1%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.1% | -4.1% | -0.4% |
| 7D | -1.1% | +4.0% | -5.1% | -2.2% |
| 30D | +5.2% | +4.5% | +0.8% | +3.9% |
| 3M | -4.6% | +2.3% | -6.9% | -5.4% |
| 6M | +3.2% | +12.5% | -9.3% | -1.2% |
| YTD | -11.3% | +40.2% | -51.5% | -27.5% |
| All | -10.9% | +45.2% | -56.1% | -28.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling