+464.9%
AXP vs WSM
+1,015.9%
-551.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | +0.6% | +2.6% | -2.0% | -0.1% |
| 30D | -4.3% | -9.5% | +5.2% | -1.6% |
| 3M | +4.7% | +12.9% | -8.2% | +0.9% |
| 6M | +9.0% | +23.0% | -14.1% | +2.2% |
| YTD | -11.1% | +28.9% | -40.0% | -17.9% |
| 1Y | +1.3% | +13.7% | -12.4% | -3.3% |
| 3Y | +114.5% | +232.6% | -118.1% | +42.4% |
| 5Y | +118.0% | +185.9% | -67.8% | +44.8% |
| 10Y | +464.9% | +998.6% | -533.7% | +111.5% |
| All | +464.9% | +1,015.9% | -551.0% | +111.5% |
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