+469.1%
AXP vs WST
+321.8%
+147.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.9% |
| 7D | -2.1% | +0.7% | -2.9% | -2.3% |
| 30D | -6.5% | -3.1% | -3.4% | -5.9% |
| 3M | +4.6% | +7.2% | -2.6% | +3.1% |
| 6M | +5.4% | +36.8% | -31.4% | -1.9% |
| YTD | -11.1% | +23.8% | -35.0% | -15.8% |
| 1Y | -0.3% | +37.8% | -38.1% | -8.1% |
| 3Y | +111.6% | -15.9% | +127.5% | +107.9% |
| 5Y | +117.6% | -25.8% | +143.4% | +113.7% |
| All | +469.1% | +321.8% | +147.3% | +209.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 10y: compounded portfolio wealth divided by compounded WST 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…
10y analysis · Full analysis span regression · 6 months rolling