+440.3%
AXP vs WCC
+492.1%
-51.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +8.1% | -7.1% | -2.1% |
| 7D | -1.1% | -5.7% | +4.6% | +0.4% |
| 30D | +5.2% | -13.5% | +18.7% | +10.0% |
| 3M | -4.6% | -12.9% | +8.3% | -1.3% |
| 6M | +3.2% | -10.7% | +13.9% | +4.2% |
| YTD | -11.3% | +30.0% | -41.3% | -24.4% |
| 1Y | -11.0% | +24.7% | -35.7% | -23.0% |
| 3Y | +120.2% | +136.6% | -16.4% | +35.1% |
| 5Y | +91.7% | +143.9% | -52.2% | +8.4% |
| 10Y | +440.3% | +465.9% | -25.6% | +55.1% |
| All | +440.3% | +492.1% | -51.7% | +55.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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