+407.0%
AXP vs WTW
+218.5%
+188.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.2% | -0.4% |
| 7D | -0.1% | +2.0% | -2.1% | -1.3% |
| 30D | +4.4% | +12.9% | -8.4% | -2.9% |
| 3M | -6.4% | +0.7% | -7.2% | -7.2% |
| 6M | +4.2% | +39.5% | -35.3% | -15.7% |
| YTD | -12.4% | +3.1% | -15.5% | -16.3% |
| 1Y | -11.1% | +4.8% | -15.9% | -16.1% |
| 3Y | +114.9% | +42.9% | +71.9% | +60.9% |
| 5Y | +87.4% | +55.3% | +32.2% | +29.5% |
| All | +407.0% | +218.5% | +188.5% | +135.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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