+428.4%
AXP vs WTW
+222.3%
+206.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.1% | -1.3% |
| 7D | -0.6% | +1.6% | -2.2% | -1.6% |
| 30D | +5.0% | +12.4% | -7.4% | -2.1% |
| 3M | -4.2% | -2.6% | -1.6% | -3.1% |
| 6M | +2.9% | +30.8% | -27.8% | -13.4% |
| YTD | -11.6% | +2.3% | -13.9% | -15.2% |
| 1Y | -11.1% | +4.9% | -15.9% | -16.2% |
| 3Y | +116.7% | +43.9% | +72.9% | +61.5% |
| 5Y | +89.6% | +53.8% | +35.8% | +31.7% |
| 10Y | +428.4% | +212.8% | +215.6% | +145.4% |
| All | +428.4% | +222.3% | +206.1% | +145.4% |
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