+91.7%
AXP vs WING
+9.2%
+82.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +8.4% | -7.4% | -0.3% |
| 7D | -1.1% | +8.6% | -9.7% | -2.5% |
| 30D | +5.2% | +44.8% | -39.5% | -1.3% |
| 3M | -4.6% | +51.9% | -56.5% | -11.7% |
| 6M | +3.2% | +37.2% | -34.0% | -3.5% |
| YTD | -11.3% | -25.3% | +13.9% | -9.0% |
| 1Y | -11.0% | -25.1% | +14.1% | -8.9% |
| 3Y | +120.2% | -12.9% | +133.1% | +103.2% |
| 5Y | +91.7% | +12.0% | +79.7% | +55.6% |
| All | +91.7% | +9.2% | +82.6% | +55.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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