+464.9%
AXP vs WY
+5.5%
+459.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.8% |
| 7D | +0.6% | -2.1% | +2.6% | +1.7% |
| 30D | -4.3% | -10.5% | +6.1% | +1.6% |
| 3M | +4.7% | -4.9% | +9.6% | +6.8% |
| 6M | +9.0% | -4.9% | +13.9% | +10.6% |
| YTD | -11.1% | -1.7% | -9.5% | -12.1% |
| 1Y | +1.3% | -9.4% | +10.7% | +4.6% |
| 3Y | +114.5% | -22.3% | +136.8% | +136.3% |
| 5Y | +118.0% | -20.5% | +138.6% | +133.2% |
| 10Y | +464.9% | +4.9% | +460.0% | +339.0% |
| All | +464.9% | +5.5% | +459.5% | +339.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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