+118.0%
AXP vs WTW
+54.0%
+64.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.8% | +2.8% | +1.2% |
| 7D | +0.6% | -2.7% | +3.3% | +1.8% |
| 30D | -4.3% | -5.6% | +1.3% | -2.0% |
| 3M | +4.7% | +26.5% | -21.8% | -6.1% |
| 6M | +9.0% | +8.1% | +0.8% | +4.3% |
| YTD | -11.1% | -0.3% | -10.8% | -12.2% |
| 1Y | +1.3% | -0.9% | +2.1% | +0.2% |
| 3Y | +114.5% | +66.6% | +47.9% | +54.6% |
| 5Y | +118.0% | +54.0% | +64.1% | +56.6% |
| All | +118.0% | +54.0% | +64.0% | +56.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling