+117.0%
AXP vs WAT
+74.7%
+42.3%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.5% |
| 7D | +0.6% | -1.1% | +1.7% | +0.8% |
| 30D | +5.8% | +5.0% | +0.9% | +4.4% |
| 3M | -6.0% | +14.5% | -20.5% | -9.6% |
| 6M | +0.3% | +30.9% | -30.6% | -7.3% |
| YTD | -12.3% | +20.5% | -32.7% | -17.6% |
| 1Y | -11.2% | +23.3% | -34.5% | -17.2% |
| 3Y | +117.0% | +81.5% | +35.5% | +88.1% |
| All | +117.0% | +74.7% | +42.3% | +88.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling