+116.5%
AXP vs WSM
+271.7%
-155.1%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | -2.9% | -3.0% | +0.1% | -2.1% |
| 30D | +3.7% | +10.1% | -6.3% | +1.3% |
| 3M | -4.9% | +4.9% | -9.8% | -6.1% |
| 6M | +4.1% | +49.8% | -45.7% | -6.0% |
| YTD | -11.7% | +48.7% | -60.4% | -20.0% |
| 1Y | -11.7% | +38.7% | -50.5% | -18.9% |
| All | +116.5% | +271.7% | -155.1% | +65.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling