-6.7%
AXP vs WCN
+16.1%
-22.8%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.8% | -0.6% | +1.9% |
| 7D | +4.6% | +6.7% | -2.1% | +4.0% |
| 30D | +9.7% | +24.3% | -14.6% | +7.3% |
| 3M | -3.8% | +16.1% | -19.9% | -5.4% |
| 6M | +4.8% | +19.9% | -15.1% | +2.5% |
| YTD | -9.1% | +10.1% | -19.2% | -8.5% |
| 1Y | -6.7% | +14.4% | -21.1% | -7.5% |
| All | -6.7% | +16.1% | -22.8% | -7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 1y: compounded portfolio wealth divided by compounded WCN 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…
1y analysis · Full analysis span regression · 6 months rolling