+7,196.9%
AXP vs WWD
+15,408.5%
-8,211.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.5% |
| 7D | -2.1% | +1.3% | -3.4% | -2.6% |
| 30D | -6.5% | -7.2% | +0.6% | -3.9% |
| 3M | +4.6% | -3.8% | +8.5% | +5.4% |
| 6M | +5.4% | -9.9% | +15.3% | +8.1% |
| YTD | -11.1% | +14.8% | -25.9% | -17.8% |
| 1Y | -0.3% | +42.1% | -42.4% | -15.9% |
| 3Y | +111.6% | +170.8% | -59.2% | +35.4% |
| 5Y | +117.6% | +197.5% | -79.9% | +32.0% |
| 10Y | +474.1% | +477.8% | -3.7% | +163.3% |
| All | +7,196.9% | +15,408.5% | -8,211.7% | +1,601.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling