+11.2%
AXP vs WETO
-99.4%
+110.6%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.1% | +3.8% | -1.3% |
| 7D | -2.5% | -38.7% | +36.2% | -2.6% |
| 30D | -5.0% | -51.3% | +46.3% | -5.1% |
| 3M | +1.4% | -97.8% | +99.2% | +3.6% |
| 6M | +6.0% | -94.8% | +100.8% | +5.6% |
| YTD | -12.3% | -97.2% | +84.9% | -11.5% |
| 1Y | +0.3% | -98.9% | +99.2% | +2.9% |
| All | +11.2% | -99.4% | +110.6% | +14.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling