+1,439.6%
AXP vs WCN
+7,873.9%
-6,434.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.1% | -0.8% |
| 7D | +0.6% | +2.9% | -2.3% | -0.3% |
| 30D | +5.8% | +22.1% | -16.3% | -1.1% |
| 3M | -6.0% | +13.2% | -19.2% | -10.0% |
| 6M | +0.3% | +23.7% | -23.4% | -7.0% |
| YTD | -12.3% | +8.7% | -21.0% | -15.6% |
| 1Y | -11.2% | +15.3% | -26.6% | -16.2% |
| 3Y | +117.0% | +46.0% | +71.0% | +88.4% |
| 5Y | +93.2% | +45.9% | +47.3% | +67.0% |
| 10Y | +461.2% | +311.1% | +150.1% | +258.4% |
| All | +1,439.6% | +7,873.9% | -6,434.3% | +478.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling