+407.0%
AXP vs WMB
+282.5%
+124.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.0% |
| 7D | -0.1% | +7.8% | -7.9% | -3.9% |
| 30D | +4.4% | -5.1% | +9.5% | +6.3% |
| 3M | -6.4% | -4.7% | -1.7% | -5.2% |
| 6M | +4.2% | -7.4% | +11.6% | +6.2% |
| YTD | -12.4% | +17.5% | -29.8% | -21.9% |
| 1Y | -11.1% | +19.5% | -30.6% | -21.6% |
| 3Y | +114.9% | +121.3% | -6.4% | +32.6% |
| 5Y | +87.4% | +200.5% | -113.1% | -3.9% |
| All | +407.0% | +282.5% | +124.5% | +88.1% |
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