+6,610.0%
AXP vs WSM
+34,755.7%
-28,145.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.1% | -3.2% | -1.6% |
| 7D | -2.1% | -3.3% | +1.1% | -1.3% |
| 30D | -6.5% | -8.4% | +1.8% | -4.6% |
| 3M | +4.6% | +9.7% | -5.0% | +2.1% |
| 6M | +5.4% | +16.7% | -11.3% | +1.1% |
| YTD | -11.1% | +28.7% | -39.8% | -16.8% |
| 1Y | -0.3% | +13.7% | -14.0% | -4.1% |
| 3Y | +111.6% | +230.1% | -118.5% | +51.2% |
| 5Y | +117.6% | +179.0% | -61.4% | +56.7% |
| 10Y | +474.1% | +1,002.5% | -528.4% | +176.0% |
| All | +6,610.0% | +34,755.7% | -28,145.7% | +1,426.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling