+10.8%
AXP vs WETO
-99.4%
+110.2%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +7.1% | -7.4% | -0.3% |
| 7D | -2.8% | -19.9% | +17.1% | -2.8% |
| 30D | -5.9% | -42.7% | +36.8% | -5.9% |
| 3M | +2.6% | -97.7% | +100.3% | +4.9% |
| 6M | +6.4% | -94.4% | +100.8% | +6.0% |
| YTD | -12.6% | -97.0% | +84.4% | -11.8% |
| 1Y | +0.2% | -98.9% | +99.1% | +2.9% |
| All | +10.8% | -99.4% | +110.2% | +14.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling