+6,610.0%
AXP vs WMB
+5,535.5%
+1,074.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | -2.1% | +0.6% | -2.7% | -2.3% |
| 30D | -6.5% | +3.3% | -9.8% | -7.3% |
| 3M | +4.6% | +3.1% | +1.5% | +3.6% |
| 6M | +5.4% | -0.7% | +6.1% | +5.1% |
| YTD | -11.1% | +25.2% | -36.3% | -16.2% |
| 1Y | -0.3% | +32.9% | -33.2% | -7.5% |
| 3Y | +111.6% | +140.6% | -29.0% | +70.7% |
| 5Y | +117.6% | +273.5% | -155.9% | +58.4% |
| 10Y | +474.1% | +334.2% | +139.9% | +296.6% |
| All | +6,610.0% | +5,535.5% | +1,074.5% | +1,944.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling