+448.7%
AXP vs WST
+441.1%
+7.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.9% | -3.1% | -1.6% |
| 7D | +0.6% | -3.1% | +3.7% | +1.3% |
| 30D | +5.8% | +9.1% | -3.3% | +3.9% |
| 3M | -6.0% | +14.7% | -20.7% | -8.8% |
| 6M | +0.3% | +28.0% | -27.7% | -5.0% |
| YTD | -12.3% | +45.6% | -57.9% | -19.8% |
| 1Y | -11.2% | +45.7% | -56.9% | -18.9% |
| 3Y | +117.0% | +21.1% | +95.9% | +93.7% |
| 5Y | +93.2% | +0.3% | +92.8% | +76.2% |
| All | +448.7% | +441.1% | +7.6% | +184.1% |
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