+1,147.2%
AXP vs WTW
+1,156.7%
-9.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.0% | 0.0% |
| 7D | +0.6% | +1.4% | -0.8% | -0.2% |
| 30D | +5.8% | +13.1% | -7.3% | -1.2% |
| 3M | -6.0% | -3.0% | -3.1% | -4.8% |
| 6M | +0.3% | +31.2% | -30.9% | -14.6% |
| YTD | -12.3% | +1.1% | -13.4% | -15.2% |
| 1Y | -11.2% | +3.4% | -14.7% | -15.4% |
| 3Y | +117.0% | +44.7% | +72.3% | +68.2% |
| 5Y | +93.2% | +52.0% | +41.2% | +43.9% |
| 10Y | +461.2% | +223.5% | +237.6% | +173.3% |
| All | +1,147.2% | +1,156.7% | -9.5% | +319.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling