+428.4%
AXP vs WST
+446.4%
-18.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.1% | -0.2% |
| 7D | -0.6% | +1.4% | -2.0% | -0.9% |
| 30D | +5.0% | +12.7% | -7.8% | +2.3% |
| 3M | -4.2% | +17.2% | -21.4% | -7.5% |
| 6M | +2.9% | +26.7% | -23.7% | -2.3% |
| YTD | -11.6% | +50.3% | -61.9% | -19.7% |
| 1Y | -11.1% | +50.2% | -61.3% | -19.3% |
| 3Y | +116.7% | +21.7% | +95.0% | +93.7% |
| 5Y | +89.6% | +2.0% | +87.6% | +72.5% |
| 10Y | +428.4% | +451.1% | -22.7% | +169.5% |
| All | +428.4% | +446.4% | -18.0% | +169.5% |
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