+89.6%
AXP vs WAB
+223.7%
-134.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.0% | -1.3% |
| 7D | -0.6% | +4.0% | -4.6% | -3.0% |
| 30D | +5.0% | +6.3% | -1.4% | +1.0% |
| 3M | -4.2% | +3.3% | -7.5% | -6.5% |
| 6M | +2.9% | +14.5% | -11.5% | -6.7% |
| YTD | -11.6% | +42.7% | -54.3% | -31.3% |
| 1Y | -11.1% | +45.2% | -56.3% | -31.7% |
| 3Y | +116.7% | +173.8% | -57.0% | +8.1% |
| 5Y | +89.6% | +223.8% | -134.2% | -15.6% |
| All | +89.6% | +223.7% | -134.1% | -15.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling