+117.0%
AXP vs WAT
-3.2%
+120.3%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.8% |
| 7D | -2.1% | -1.3% | -0.8% | -1.7% |
| 30D | -6.5% | +2.3% | -8.9% | -7.3% |
| 3M | +4.6% | +8.7% | -4.1% | +1.7% |
| 6M | +5.4% | +28.3% | -22.9% | -3.6% |
| YTD | -11.1% | +7.8% | -18.9% | -14.3% |
| 1Y | -0.3% | +36.6% | -36.9% | -11.9% |
| 3Y | +111.6% | +45.7% | +65.9% | +76.4% |
| All | +117.0% | -3.2% | +120.3% | +97.9% |
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