+481.5%
AXP vs WM
+349.5%
+132.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.6% | +0.6% | +1.2% |
| 7D | +4.6% | +5.9% | -1.3% | +0.9% |
| 30D | +9.7% | +15.4% | -5.7% | -0.2% |
| 3M | -3.8% | +6.3% | -10.1% | -7.9% |
| 6M | +4.8% | +5.6% | -0.8% | -0.1% |
| YTD | -9.1% | +9.9% | -19.0% | -16.5% |
| 1Y | -6.7% | +20.8% | -27.5% | -20.0% |
| 3Y | +125.2% | +48.5% | +76.7% | +58.2% |
| 5Y | +105.0% | +60.6% | +44.4% | +31.6% |
| 10Y | +481.5% | +349.8% | +131.7% | +97.5% |
| All | +481.5% | +349.5% | +132.0% | +97.5% |
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