+120.2%
AXP vs WWD
+157.3%
-37.1%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.9% | -3.9% | -0.4% |
| 7D | -1.1% | +4.2% | -5.3% | -2.4% |
| 30D | +5.2% | -0.8% | +6.0% | +5.2% |
| 3M | -4.6% | -8.2% | +3.6% | -2.5% |
| 6M | +3.2% | -9.8% | +13.1% | +5.3% |
| YTD | -11.3% | +10.4% | -21.8% | -17.0% |
| 1Y | -11.0% | +25.5% | -36.5% | -21.1% |
| 3Y | +120.2% | +155.8% | -35.6% | +51.2% |
| All | +120.2% | +157.3% | -37.1% | +51.2% |
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