+688.5%
AXP vs WU
-20.2%
+708.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -0.2% |
| 7D | +0.6% | +11.7% | -11.1% | -5.4% |
| 30D | +5.8% | +12.6% | -6.8% | -1.1% |
| 3M | -6.0% | -0.5% | -5.5% | -6.5% |
| 6M | +0.3% | -18.2% | +18.5% | +8.2% |
| YTD | -12.3% | -19.0% | +6.7% | -5.5% |
| 1Y | -11.2% | -16.7% | +5.4% | -6.1% |
| 3Y | +117.0% | -21.0% | +138.0% | +128.2% |
| 5Y | +93.2% | -41.7% | +134.9% | +132.9% |
| 10Y | +461.2% | -35.0% | +496.2% | +519.2% |
| All | +688.5% | -20.2% | +708.7% | +551.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling