+465.4%
AXP vs WU
-40.5%
+505.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.6% |
| 7D | -2.1% | -0.8% | -1.3% | -1.7% |
| 30D | -6.5% | -1.1% | -5.4% | -6.2% |
| 3M | +4.6% | -3.9% | +8.5% | +4.3% |
| 6M | +5.4% | -20.7% | +26.1% | +15.5% |
| YTD | -11.1% | -18.4% | +7.2% | -4.4% |
| 1Y | -0.3% | -8.1% | +7.8% | -0.4% |
| 3Y | +111.6% | -24.2% | +135.7% | +126.6% |
| 5Y | +117.6% | -50.4% | +168.0% | +193.1% |
| All | +465.4% | -40.5% | +505.9% | +569.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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