+440.3%
AXP vs WY
+6.7%
+433.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.6% |
| 7D | -1.1% | -0.8% | -0.4% | -0.8% |
| 30D | +5.2% | +10.6% | -5.4% | -0.9% |
| 3M | -4.6% | -16.6% | +12.1% | +4.9% |
| 6M | +3.2% | -8.6% | +11.8% | +6.9% |
| YTD | -11.3% | -8.4% | -2.9% | -9.3% |
| 1Y | -11.0% | -5.1% | -5.9% | -11.0% |
| 3Y | +120.2% | -21.9% | +142.1% | +140.0% |
| 5Y | +91.7% | -31.3% | +123.0% | +123.0% |
| 10Y | +440.3% | +3.6% | +436.8% | +335.1% |
| All | +440.3% | +6.7% | +433.6% | +335.1% |
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