+6,610.0%
AXP vs WST
+12,330.1%
-5,720.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.8% |
| 7D | -2.1% | +0.7% | -2.9% | -2.3% |
| 30D | -6.5% | -3.1% | -3.4% | -5.6% |
| 3M | +4.6% | +7.2% | -2.6% | +2.2% |
| 6M | +5.4% | +36.8% | -31.4% | -5.7% |
| YTD | -11.1% | +23.8% | -35.0% | -18.3% |
| 1Y | -0.3% | +37.8% | -38.1% | -12.0% |
| 3Y | +111.6% | -15.9% | +127.5% | +102.1% |
| 5Y | +117.6% | -25.8% | +143.4% | +109.7% |
| 10Y | +474.1% | +319.6% | +154.5% | +165.0% |
| All | +6,610.0% | +12,330.1% | -5,720.1% | +957.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling