-10.9%
AXP vs WAT
+27.0%
-37.9%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.2% | -3.1% | +0.1% |
| 7D | -1.1% | +6.0% | -7.2% | -2.4% |
| 30D | +5.2% | +9.9% | -4.7% | +3.0% |
| 3M | -4.6% | +17.2% | -21.7% | -8.0% |
| 6M | +3.2% | +34.2% | -31.0% | -3.6% |
| YTD | -11.3% | +25.5% | -36.9% | -16.6% |
| All | -10.9% | +27.0% | -37.9% | -16.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling