+469.1%
AXP vs WPM
+521.8%
-52.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | -0.1% | -1.0% |
| 7D | -2.1% | +1.1% | -3.2% | -2.2% |
| 30D | -6.5% | +26.4% | -32.9% | -8.0% |
| 3M | +4.6% | +20.8% | -16.2% | +3.1% |
| 6M | +5.4% | +1.1% | +4.3% | +4.8% |
| YTD | -11.1% | +32.5% | -43.6% | -13.2% |
| 1Y | -0.3% | +51.5% | -51.8% | -3.7% |
| 3Y | +111.6% | +267.0% | -155.4% | +91.5% |
| 5Y | +117.6% | +250.1% | -132.6% | +94.7% |
| All | +469.1% | +521.8% | -52.6% | +419.2% |
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