+6,524.1%
AXP vs WSM
+38,956.5%
-32,432.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.5% | -0.8% |
| 7D | +0.6% | +0.5% | +0.1% | +0.4% |
| 30D | +5.8% | +6.0% | -0.1% | +4.3% |
| 3M | -6.0% | +3.2% | -9.2% | -6.9% |
| 6M | +0.3% | +37.1% | -36.8% | -7.5% |
| YTD | -12.3% | +44.2% | -56.4% | -20.2% |
| 1Y | -11.2% | +34.2% | -45.5% | -18.0% |
| 3Y | +117.0% | +249.3% | -132.2% | +53.2% |
| 5Y | +93.2% | +169.3% | -76.1% | +40.4% |
| 10Y | +461.2% | +1,241.2% | -780.0% | +157.4% |
| All | +6,524.1% | +38,956.5% | -32,432.4% | +1,364.8% |
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 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