+842.8%
AXP vs WBD
+293.1%
+549.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | -2.1% | -1.8% | -0.3% | -1.5% |
| 30D | -6.5% | +8.8% | -15.3% | -9.3% |
| 3M | +4.6% | +4.6% | 0.0% | +2.8% |
| 6M | +5.4% | +1.1% | +4.3% | +4.8% |
| YTD | -11.1% | -2.0% | -9.1% | -10.7% |
| 1Y | -0.3% | +140.0% | -140.3% | -29.7% |
| 3Y | +111.6% | +144.4% | -32.8% | +34.7% |
| 5Y | +117.6% | -0.2% | +117.8% | +78.7% |
| 10Y | +474.1% | +9.1% | +465.0% | +270.2% |
| All | +842.8% | +293.1% | +549.7% | +162.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling