+114.9%
AXP vs WAT
+82.3%
+32.5%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | -0.1% | +0.6% | -0.7% | -0.3% |
| 30D | +4.4% | +5.4% | -1.0% | +2.9% |
| 3M | -6.4% | +11.3% | -17.7% | -9.3% |
| 6M | +4.2% | +37.4% | -33.3% | -5.0% |
| YTD | -12.4% | +21.2% | -33.5% | -17.8% |
| 1Y | -11.1% | +21.3% | -32.5% | -16.7% |
| 3Y | +114.9% | +83.4% | +31.5% | +87.8% |
| All | +114.9% | +82.3% | +32.5% | +87.8% |
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 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