+1,459.6%
AXP vs WCN
+6,839.3%
-5,379.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.7% |
| 7D | -2.1% | -0.6% | -1.5% | -1.9% |
| 30D | -6.5% | +0.4% | -7.0% | -6.7% |
| 3M | +4.6% | +7.3% | -2.7% | +2.0% |
| 6M | +5.4% | -2.5% | +7.9% | +5.6% |
| YTD | -11.1% | -5.4% | -5.7% | -10.3% |
| 1Y | -0.3% | -8.5% | +8.2% | +1.6% |
| 3Y | +111.6% | +20.8% | +90.8% | +95.6% |
| 5Y | +117.6% | +30.0% | +87.6% | +95.7% |
| 10Y | +474.1% | +238.4% | +235.7% | +290.4% |
| All | +1,459.6% | +6,839.3% | -5,379.7% | +514.7% |
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