+4,760.8%
AXP vs WAB
+4,027.3%
+733.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.6% | +3.3% | -0.1% |
| 7D | +0.4% | -2.5% | +2.9% | +1.4% |
| 30D | +7.0% | -4.4% | +11.4% | +8.8% |
| 3M | -6.6% | -5.9% | -0.7% | -4.5% |
| 6M | +3.5% | +5.9% | -2.5% | +0.2% |
| YTD | -11.2% | +30.9% | -42.1% | -21.3% |
| 1Y | -10.2% | +35.8% | -46.0% | -21.6% |
| 3Y | +120.0% | +154.0% | -33.9% | +49.8% |
| 5Y | +95.6% | +203.9% | -108.3% | +23.8% |
| 10Y | +468.1% | +286.7% | +181.4% | +215.4% |
| All | +4,760.8% | +4,027.3% | +733.5% | +1,322.0% |
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