+6,606.2%
AXP vs WST
+14,250.0%
-7,643.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.0% | +1.7% | -1.0% |
| 7D | +0.4% | -5.8% | +6.2% | +2.3% |
| 30D | +7.0% | +5.3% | +1.7% | +5.2% |
| 3M | -6.6% | +11.8% | -18.4% | -10.1% |
| 6M | +3.5% | +26.7% | -23.2% | -4.5% |
| YTD | -11.2% | +43.0% | -54.1% | -22.1% |
| 1Y | -10.2% | +38.9% | -49.0% | -20.5% |
| 3Y | +120.0% | +18.2% | +101.9% | +86.6% |
| 5Y | +95.6% | -1.5% | +97.1% | +71.1% |
| 10Y | +468.1% | +439.0% | +29.2% | +140.5% |
| All | +6,606.2% | +14,250.0% | -7,643.8% | +907.1% |
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 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