+407.0%
AXP vs WWD
+439.4%
-32.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.1% |
| 7D | -0.1% | +4.0% | -4.1% | -2.1% |
| 30D | +4.4% | +0.4% | +4.0% | +3.7% |
| 3M | -6.4% | -7.9% | +1.5% | -3.3% |
| 6M | +4.2% | -10.6% | +14.8% | +7.9% |
| YTD | -12.4% | +9.4% | -21.8% | -20.3% |
| 1Y | -11.1% | +25.7% | -36.9% | -25.6% |
| 3Y | +114.9% | +148.5% | -33.7% | +17.9% |
| 5Y | +87.4% | +189.5% | -102.1% | -8.8% |
| All | +407.0% | +439.4% | -32.3% | +75.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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