+583.6%
WDC vs AXP
+449.9%
+133.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -0.6% |
| 7D | -28.0% | +0.6% | -28.5% | -28.3% |
| 30D | -34.9% | +5.8% | -40.8% | -37.3% |
| 3M | -41.6% | -6.0% | -35.5% | -39.5% |
| 6M | -45.4% | +0.3% | -45.7% | -46.2% |
| YTD | +53.3% | -12.3% | +65.5% | +63.4% |
| 1Y | +61.5% | -11.2% | +72.8% | +70.7% |
| 3Y | +712.3% | +117.0% | +595.3% | +351.9% |
| 5Y | +524.2% | +93.2% | +431.1% | +265.1% |
| All | +583.6% | +449.9% | +133.7% | +126.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling