+425.5%
AXP vs WSM
+1,178.6%
-753.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.2% | -0.2% |
| 7D | -0.6% | +3.1% | -3.7% | -1.5% |
| 30D | +5.0% | +8.5% | -3.5% | +2.5% |
| 3M | -4.2% | +4.6% | -8.8% | -5.6% |
| 6M | +2.9% | +44.5% | -41.6% | -7.8% |
| YTD | -11.6% | +48.4% | -60.0% | -21.6% |
| 1Y | -11.1% | +36.2% | -47.3% | -19.3% |
| 3Y | +116.7% | +268.8% | -152.0% | +40.4% |
| 5Y | +89.6% | +185.2% | -95.6% | +26.6% |
| All | +425.5% | +1,178.6% | -753.1% | +90.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling