+86.1%
AXP vs WSM
+163.9%
-77.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.4% |
| 7D | -0.1% | 0.0% | -0.1% | -0.1% |
| 30D | +4.4% | +5.1% | -0.6% | +3.0% |
| 3M | -6.4% | +5.1% | -11.5% | -7.8% |
| 6M | +4.2% | +48.6% | -44.4% | -7.0% |
| YTD | -12.4% | +44.2% | -56.5% | -21.2% |
| 1Y | -11.1% | +38.1% | -49.2% | -19.2% |
| 3Y | +114.9% | +257.2% | -142.4% | +42.3% |
| All | +86.1% | +163.9% | -77.8% | +25.8% |
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