+518.3%
AXP vs WBD
-13.1%
+531.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +1.3% |
| 7D | +2.1% | +6.7% | -4.5% | +0.4% |
| 30D | +10.5% | +19.3% | -8.8% | +5.3% |
| 3M | +23.6% | +78.9% | -55.3% | +3.5% |
| 6M | +32.2% | +171.9% | -139.7% | -1.9% |
| YTD | +24.6% | +115.3% | -90.7% | -2.3% |
| 1Y | +34.0% | +177.2% | -143.2% | -2.7% |
| 3Y | +162.4% | +118.2% | +44.2% | +88.6% |
| 5Y | +296.6% | +6.2% | +290.4% | +185.3% |
| All | +518.3% | -13.1% | +531.4% | +364.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WBD.
Daily Out/Under-Performance
Portfolio return minus WBD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WBD 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 10y: compounded portfolio wealth divided by compounded WBD 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…
10y analysis · Full analysis span regression · 6 months rolling