+469.1%
AXP vs WM
+306.5%
+162.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.3% |
| 7D | -2.1% | -0.3% | -1.8% | -1.9% |
| 30D | -6.5% | -2.4% | -4.2% | -5.2% |
| 3M | +4.6% | +0.4% | +4.2% | +3.5% |
| 6M | +5.4% | -9.5% | +14.9% | +11.1% |
| YTD | -11.1% | +0.5% | -11.6% | -13.3% |
| 1Y | -0.3% | -1.1% | +0.8% | -2.0% |
| 3Y | +111.6% | +46.0% | +65.5% | +49.0% |
| 5Y | +117.6% | +51.8% | +65.8% | +44.4% |
| All | +469.1% | +306.5% | +162.6% | +111.6% |
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