+448.7%
AXP vs WAT
+227.3%
+221.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.6% |
| 7D | +0.6% | -1.1% | +1.7% | +1.0% |
| 30D | +5.8% | +5.0% | +0.9% | +3.5% |
| 3M | -6.0% | +14.5% | -20.5% | -11.6% |
| 6M | +0.3% | +30.9% | -30.6% | -11.5% |
| YTD | -12.3% | +20.5% | -32.7% | -20.9% |
| 1Y | -11.2% | +23.3% | -34.5% | -20.8% |
| 3Y | +117.0% | +81.5% | +35.5% | +51.0% |
| 5Y | +93.2% | +33.4% | +59.8% | +52.7% |
| All | +448.7% | +227.3% | +221.4% | +183.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 10y: compounded portfolio wealth divided by compounded WAT 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…
10y analysis · Full analysis span regression · 6 months rolling