+11.1%
AXP vs WETO
-99.9%
+111.0%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.7% | +3.5% | +0.8% |
| 7D | -0.1% | -39.7% | +39.6% | -0.2% |
| 30D | +4.4% | -26.7% | +31.2% | +4.4% |
| 3M | -6.4% | -83.1% | +76.7% | -6.7% |
| 6M | +4.2% | -98.8% | +103.0% | +4.6% |
| YTD | -12.4% | -99.3% | +86.9% | -11.7% |
| 1Y | -11.1% | -99.4% | +88.3% | -10.2% |
| All | +11.1% | -99.9% | +111.0% | +14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 10y: compounded portfolio wealth divided by compounded WETO 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…
10y analysis · Full analysis span regression · 6 months rolling