+1.3%
AXP vs WSM
+14.1%
-12.8%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | +0.6% | +2.6% | -2.0% | -0.2% |
| 30D | -4.3% | -9.5% | +5.2% | -1.5% |
| 3M | +4.7% | +12.9% | -8.2% | +0.5% |
| 6M | +9.0% | +23.0% | -14.1% | +1.5% |
| YTD | -11.1% | +28.9% | -40.0% | -17.3% |
| 1Y | +1.3% | +13.7% | -12.4% | -4.4% |
| All | +1.3% | +14.1% | -12.8% | -4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded WSM 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling