+95.6%
AXP vs WST
-7.2%
+102.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.0% | +1.7% | -1.6% |
| 7D | +0.4% | -5.8% | +6.2% | +1.4% |
| 30D | +7.0% | +5.3% | +1.7% | +6.1% |
| 3M | -6.6% | +11.8% | -18.4% | -8.5% |
| 6M | +3.5% | +26.7% | -23.2% | -0.8% |
| YTD | -11.2% | +43.0% | -54.1% | -17.1% |
| 1Y | -10.2% | +38.9% | -49.0% | -15.7% |
| 3Y | +120.0% | +18.2% | +101.9% | +100.4% |
| 5Y | +95.6% | -1.5% | +97.1% | +76.4% |
| All | +95.6% | -7.2% | +102.8% | +76.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling