+428.4%
AXP vs WMB
+265.8%
+162.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -1.0% |
| 7D | -0.6% | -6.9% | +6.3% | +2.7% |
| 30D | +5.0% | -7.2% | +12.1% | +8.1% |
| 3M | -4.2% | -5.4% | +1.2% | -2.7% |
| 6M | +2.9% | -4.9% | +7.8% | +3.4% |
| YTD | -11.6% | +14.7% | -26.3% | -20.2% |
| 1Y | -11.1% | +14.7% | -25.8% | -19.9% |
| 3Y | +116.7% | +116.4% | +0.4% | +35.3% |
| 5Y | +89.6% | +198.5% | -108.9% | -2.5% |
| 10Y | +428.4% | +266.3% | +162.1% | +99.2% |
| All | +428.4% | +265.8% | +162.6% | +99.2% |
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