+4,763.6%
AXP vs WAB
+4,092.2%
+671.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.4% |
| 7D | -2.1% | -3.2% | +1.1% | -0.8% |
| 30D | -6.5% | -4.4% | -2.1% | -4.9% |
| 3M | +4.6% | +7.9% | -3.2% | +0.9% |
| 6M | +5.4% | +8.7% | -3.3% | +0.9% |
| YTD | -11.1% | +33.0% | -44.1% | -21.6% |
| 1Y | -0.3% | +46.7% | -47.0% | -15.5% |
| 3Y | +111.6% | +153.0% | -41.4% | +44.3% |
| 5Y | +117.6% | +222.3% | -104.7% | +34.9% |
| 10Y | +474.1% | +291.0% | +183.1% | +217.5% |
| All | +4,763.6% | +4,092.2% | +671.4% | +1,316.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling