+111.1%
AXP vs WWD
+166.3%
-55.2%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.4% |
| 7D | -2.1% | +1.3% | -3.4% | -2.5% |
| 30D | -6.5% | -7.2% | +0.6% | -4.4% |
| 3M | +4.6% | -3.8% | +8.5% | +5.1% |
| 6M | +5.4% | -9.9% | +15.3% | +7.6% |
| YTD | -11.1% | +14.8% | -25.9% | -17.5% |
| 1Y | -0.3% | +42.1% | -42.4% | -15.6% |
| All | +111.1% | +166.3% | -55.2% | +35.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling