+114.9%
AXP vs WY
-23.6%
+138.5%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.2% |
| 7D | -0.1% | -0.8% | +0.7% | +0.1% |
| 30D | +4.4% | +10.1% | -5.7% | +0.9% |
| 3M | -6.4% | -15.4% | +9.0% | -1.1% |
| 6M | +4.2% | -8.3% | +12.5% | +6.4% |
| YTD | -12.4% | -9.8% | -2.5% | -10.6% |
| 1Y | -11.1% | -3.9% | -7.2% | -11.9% |
| 3Y | +114.9% | -23.3% | +138.2% | +131.8% |
| All | +114.9% | -23.6% | +138.5% | +131.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling