+403.0%
AXP vs WAT
+223.8%
+179.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.3% | -0.8% |
| 7D | -2.1% | +2.0% | -4.1% | -3.0% |
| 30D | +2.7% | +7.7% | -5.0% | -0.7% |
| 3M | -7.3% | +11.1% | -18.3% | -11.7% |
| 6M | +1.8% | +31.2% | -29.4% | -10.3% |
| YTD | -13.1% | +21.7% | -34.7% | -22.0% |
| 1Y | -13.7% | +19.3% | -33.0% | -21.9% |
| 3Y | +113.1% | +80.6% | +32.5% | +48.7% |
| 5Y | +85.9% | +29.5% | +56.4% | +49.8% |
| All | +403.0% | +223.8% | +179.2% | +156.8% |
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