+114.9%
AXP vs WCC
+134.5%
-19.6%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +1.2% |
| 7D | -0.1% | +9.9% | -10.1% | -2.6% |
| 30D | +4.4% | -8.4% | +12.9% | +6.1% |
| 3M | -6.4% | -10.3% | +3.9% | -4.9% |
| 6M | +4.2% | -10.5% | +14.6% | +5.0% |
| YTD | -12.4% | +32.2% | -44.5% | -22.8% |
| 1Y | -11.1% | +25.5% | -36.6% | -20.5% |
| 3Y | +114.9% | +134.7% | -19.8% | +48.9% |
| All | +114.9% | +134.5% | -19.6% | +48.9% |
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