+117.0%
AXP vs WMB
+275.1%
-158.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.2% |
| 7D | -2.1% | +0.6% | -2.7% | -2.4% |
| 30D | -6.5% | +3.3% | -9.8% | -8.0% |
| 3M | +4.6% | +3.1% | +1.5% | +2.6% |
| 6M | +5.4% | -0.7% | +6.1% | +4.7% |
| YTD | -11.1% | +25.2% | -36.3% | -21.5% |
| 1Y | -0.3% | +32.9% | -33.2% | -15.1% |
| 3Y | +111.6% | +140.6% | -29.0% | +30.1% |
| All | +117.0% | +275.1% | -158.1% | +5.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling