+0.3%
AXP vs WTW
-4.1%
+4.4%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.6% | +2.3% | -0.6% |
| 7D | -2.5% | -7.1% | +4.6% | -1.1% |
| 30D | -5.0% | -8.5% | +3.5% | -3.5% |
| 3M | +1.4% | +20.6% | -19.2% | -2.3% |
| 6M | +6.0% | +7.2% | -1.2% | +4.2% |
| YTD | -12.3% | -3.9% | -8.4% | -11.9% |
| 1Y | +0.3% | -3.6% | +3.9% | +1.8% |
| All | +0.3% | -4.1% | +4.4% | +1.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling