+403.0%
AXP vs WWD
+442.7%
-39.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.4% | -0.6% |
| 7D | -2.1% | +8.2% | -10.3% | -6.0% |
| 30D | +2.7% | -0.2% | +2.8% | +2.2% |
| 3M | -7.3% | -8.4% | +1.1% | -3.9% |
| 6M | +1.8% | -9.5% | +11.3% | +4.8% |
| YTD | -13.1% | +10.1% | -23.1% | -21.1% |
| 1Y | -13.7% | +21.6% | -35.3% | -26.4% |
| 3Y | +113.1% | +149.6% | -36.5% | +16.8% |
| 5Y | +85.9% | +191.3% | -105.4% | -9.8% |
| All | +403.0% | +442.7% | -39.7% | +73.9% |
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