+407.0%
AXP vs WPM
+749.7%
-342.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.8% |
| 7D | -0.1% | -3.6% | +3.4% | +0.1% |
| 30D | +4.4% | +1.4% | +3.0% | +4.2% |
| 3M | -6.4% | -0.2% | -6.2% | -6.6% |
| 6M | +4.2% | -7.3% | +11.5% | +4.2% |
| YTD | -12.4% | +12.3% | -24.7% | -13.7% |
| 1Y | -11.1% | +24.9% | -36.0% | -13.1% |
| 3Y | +114.9% | +210.4% | -95.5% | +95.4% |
| 5Y | +87.4% | +210.4% | -122.9% | +68.1% |
| All | +407.0% | +749.7% | -342.7% | +360.8% |
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