+448.7%
AXP vs WSM
+1,223.7%
-775.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.5% | -0.7% |
| 7D | +0.6% | +0.5% | +0.1% | +0.4% |
| 30D | +5.8% | +6.0% | -0.1% | +4.0% |
| 3M | -6.0% | +3.2% | -9.2% | -7.0% |
| 6M | +0.3% | +37.1% | -36.8% | -8.8% |
| YTD | -12.3% | +44.2% | -56.4% | -21.5% |
| 1Y | -11.2% | +34.2% | -45.5% | -19.1% |
| 3Y | +117.0% | +249.3% | -132.2% | +42.7% |
| 5Y | +93.2% | +169.3% | -76.1% | +31.0% |
| All | +448.7% | +1,223.7% | -775.0% | +94.0% |
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