+120.2%
AXP vs WCC
+135.0%
-14.8%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +8.1% | -7.1% | -1.0% |
| 7D | -1.1% | -5.7% | +4.6% | -0.1% |
| 30D | +5.2% | -13.5% | +18.7% | +8.5% |
| 3M | -4.6% | -12.9% | +8.3% | -2.3% |
| 6M | +3.2% | -10.7% | +13.9% | +4.0% |
| YTD | -11.3% | +30.0% | -41.3% | -21.6% |
| 1Y | -11.0% | +24.7% | -35.7% | -20.3% |
| 3Y | +120.2% | +136.6% | -16.4% | +50.6% |
| All | +120.2% | +135.0% | -14.8% | +50.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling