+117.0%
AXP vs WMB
+97.7%
+19.3%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -1.0% | -1.2% |
| 7D | +0.6% | -13.8% | +14.4% | +4.6% |
| 30D | +5.8% | -10.3% | +16.2% | +8.6% |
| 3M | -6.0% | -10.1% | +4.0% | -3.9% |
| 6M | +0.3% | -11.8% | +12.1% | +2.7% |
| YTD | -12.3% | +8.9% | -21.2% | -18.7% |
| 1Y | -11.2% | +14.0% | -25.2% | -19.6% |
| 3Y | +117.0% | +100.5% | +16.5% | +50.2% |
| All | +117.0% | +97.7% | +19.3% | +50.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling