+111.1%
AXP vs WAT
+46.1%
+64.9%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.8% |
| 7D | -2.1% | -1.3% | -0.8% | -1.8% |
| 30D | -6.5% | +2.3% | -8.9% | -7.2% |
| 3M | +4.6% | +8.7% | -4.1% | +2.1% |
| 6M | +5.4% | +28.3% | -22.9% | -2.2% |
| YTD | -11.1% | +7.8% | -18.9% | -13.8% |
| 1Y | -0.3% | +36.6% | -36.9% | -10.2% |
| All | +111.1% | +46.1% | +64.9% | +88.2% |
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