+403.0%
AXP vs WMB
+284.4%
+118.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.3% | -1.9% |
| 7D | -2.1% | +8.1% | -10.2% | -5.9% |
| 30D | +2.7% | -6.9% | +9.5% | +5.5% |
| 3M | -7.3% | -5.1% | -2.2% | -5.9% |
| 6M | +1.8% | -5.7% | +7.5% | +2.8% |
| YTD | -13.1% | +18.1% | -31.1% | -22.7% |
| 1Y | -13.7% | +18.4% | -32.1% | -23.5% |
| 3Y | +113.1% | +122.7% | -9.6% | +31.0% |
| 5Y | +85.9% | +202.0% | -116.1% | -4.9% |
| All | +403.0% | +284.4% | +118.6% | +86.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WMB.
Daily Out/Under-Performance
Portfolio return minus WMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMB 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 WMB 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