+117.0%
AXP vs WSM
+179.2%
-62.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.1% | -3.2% | -1.7% |
| 7D | -2.1% | -3.3% | +1.1% | -1.3% |
| 30D | -6.5% | -8.4% | +1.8% | -4.4% |
| 3M | +4.6% | +9.7% | -5.0% | +1.8% |
| 6M | +5.4% | +16.7% | -11.3% | +0.6% |
| YTD | -11.1% | +28.7% | -39.8% | -17.5% |
| 1Y | -0.3% | +13.7% | -14.0% | -4.6% |
| 3Y | +111.6% | +230.1% | -118.5% | +43.3% |
| All | +117.0% | +179.2% | -62.2% | +43.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling