+448.7%
AXP vs WM
+339.4%
+109.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | +0.1% |
| 7D | +0.6% | +1.2% | -0.6% | -0.2% |
| 30D | +5.8% | +13.1% | -7.2% | -2.5% |
| 3M | -6.0% | +3.6% | -9.6% | -8.5% |
| 6M | +0.3% | +8.1% | -7.8% | -5.9% |
| YTD | -12.3% | +8.9% | -21.2% | -19.0% |
| 1Y | -11.2% | +20.3% | -31.6% | -23.8% |
| 3Y | +117.0% | +46.2% | +70.9% | +54.1% |
| 5Y | +93.2% | +59.9% | +33.3% | +24.2% |
| All | +448.7% | +339.4% | +109.3% | +95.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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