+89.6%
AXP vs WAT
+36.4%
+53.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | 0.0% | -0.2% |
| 7D | -0.6% | +3.4% | -4.0% | -1.7% |
| 30D | +5.0% | +9.6% | -4.7% | +1.8% |
| 3M | -4.2% | +15.5% | -19.7% | -8.8% |
| 6M | +2.9% | +33.9% | -31.0% | -6.9% |
| YTD | -11.6% | +25.2% | -36.8% | -19.0% |
| 1Y | -11.1% | +26.3% | -37.4% | -18.8% |
| 3Y | +116.7% | +85.8% | +30.9% | +64.9% |
| 5Y | +89.6% | +35.3% | +54.3% | +58.3% |
| All | +89.6% | +36.4% | +53.2% | +58.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling