+86.1%
AXP vs WWD
+187.3%
-101.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.0% |
| 7D | -0.1% | +4.0% | -4.1% | -1.6% |
| 30D | +4.4% | +0.4% | +4.0% | +3.9% |
| 3M | -6.4% | -7.9% | +1.5% | -4.0% |
| 6M | +4.2% | -10.6% | +14.8% | +7.1% |
| YTD | -12.4% | +9.4% | -21.8% | -18.8% |
| 1Y | -11.1% | +25.7% | -36.9% | -23.1% |
| 3Y | +114.9% | +148.5% | -33.7% | +29.4% |
| All | +86.1% | +187.3% | -101.1% | +2.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling