+424.9%
AXP vs WPM
+659.5%
-234.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | -0.1% |
| 7D | -2.9% | +3.1% | -6.0% | -3.1% |
| 30D | +3.7% | -1.8% | +5.5% | +3.7% |
| 3M | -4.9% | +1.0% | -5.9% | -5.2% |
| 6M | +4.1% | -5.4% | +9.5% | +3.9% |
| YTD | -11.7% | +15.9% | -27.6% | -13.3% |
| 1Y | -11.7% | +30.8% | -42.6% | -14.0% |
| 3Y | +116.5% | +222.6% | -106.2% | +96.2% |
| 5Y | +89.5% | +227.4% | -137.9% | +69.3% |
| 10Y | +424.9% | +757.8% | -332.9% | +374.0% |
| All | +424.9% | +659.5% | -234.6% | +374.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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