+6,610.0%
AXP vs WY
+688.1%
+5,921.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.5% |
| 7D | -2.1% | -1.7% | -0.4% | -1.3% |
| 30D | -6.5% | -10.1% | +3.6% | -1.5% |
| 3M | +4.6% | -5.1% | +9.8% | +6.7% |
| 6M | +5.4% | -4.8% | +10.2% | +6.9% |
| YTD | -11.1% | -0.2% | -10.9% | -12.5% |
| 1Y | -0.3% | -6.6% | +6.3% | +1.1% |
| 3Y | +111.6% | -22.7% | +134.3% | +131.8% |
| 5Y | +117.6% | -22.2% | +139.8% | +135.2% |
| 10Y | +474.1% | +7.3% | +466.8% | +394.7% |
| All | +6,610.0% | +688.1% | +5,921.9% | +1,923.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling