+117.0%
AXP vs WM
+52.1%
+64.9%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.7% |
| 7D | -2.1% | -0.3% | -1.8% | -2.0% |
| 30D | -6.5% | -2.4% | -4.2% | -5.9% |
| 3M | +4.6% | +0.4% | +4.2% | +4.0% |
| 6M | +5.4% | -9.5% | +14.9% | +8.6% |
| YTD | -11.1% | +0.5% | -11.6% | -12.3% |
| 1Y | -0.3% | -1.1% | +0.8% | -1.1% |
| 3Y | +111.6% | +46.0% | +65.5% | +71.9% |
| All | +117.0% | +52.1% | +64.9% | +76.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling