+113.2%
WDC vs AXP
-6.4%
+119.6%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +2.2% | -8.9% | -7.3% |
| 7D | -18.3% | +4.6% | -22.9% | -19.3% |
| 30D | -26.7% | +9.7% | -36.4% | -28.5% |
| 3M | -40.9% | -3.8% | -37.2% | -39.9% |
| 6M | -26.8% | +4.8% | -31.6% | -27.9% |
| YTD | +88.2% | -9.1% | +97.3% | +90.6% |
| 1Y | +113.2% | -6.7% | +119.9% | +115.1% |
| All | +113.2% | -6.4% | +119.6% | +115.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AXP.
Daily Out/Under-Performance
Portfolio return minus AXP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXP 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 1y: compounded portfolio wealth divided by compounded AXP 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…
1y analysis · Full analysis span regression · 6 months rolling