+113.2%
AXP vs WCN
+52.1%
+61.1%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.4% | -1.8% |
| 7D | -2.1% | +1.2% | -3.3% | -2.4% |
| 30D | +2.7% | +26.4% | -23.8% | -2.9% |
| 3M | -7.3% | +17.5% | -24.8% | -10.8% |
| 6M | +1.8% | +28.7% | -27.0% | -4.6% |
| YTD | -13.1% | +11.5% | -24.6% | -15.0% |
| 1Y | -13.7% | +15.9% | -29.6% | -16.8% |
| All | +113.2% | +52.1% | +61.1% | +86.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling