+380.7%
AXP vs WING
+667.7%
-287.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.2% | -2.1% |
| 7D | +0.4% | +14.0% | -13.6% | -2.1% |
| 30D | +7.0% | +47.7% | -40.7% | -0.8% |
| 3M | -6.6% | +34.2% | -40.8% | -12.4% |
| 6M | +3.5% | +13.6% | -10.1% | -0.7% |
| YTD | -11.2% | -30.0% | +18.9% | -7.6% |
| 1Y | -10.2% | -33.9% | +23.8% | -5.8% |
| 3Y | +120.0% | -18.7% | +138.7% | +108.6% |
| 5Y | +95.6% | +5.5% | +90.0% | +66.4% |
| 10Y | +468.1% | +696.2% | -228.1% | +212.8% |
| All | +380.7% | +667.7% | -287.0% | +159.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling