+120.2%
AXP vs WAB
+174.1%
-53.9%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.1% | -4.1% | -1.6% |
| 7D | -1.1% | +4.0% | -5.1% | -3.2% |
| 30D | +5.2% | +4.5% | +0.8% | +2.7% |
| 3M | -4.6% | +2.3% | -6.9% | -6.1% |
| 6M | +3.2% | +12.5% | -9.3% | -4.7% |
| YTD | -11.3% | +40.2% | -51.5% | -29.8% |
| 1Y | -11.0% | +45.2% | -56.2% | -31.2% |
| 3Y | +120.2% | +171.8% | -51.6% | +18.9% |
| All | +120.2% | +174.1% | -53.9% | +18.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling