+642.9%
WDC vs AXP
+418.6%
+224.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.8% | -5.8% | -5.5% |
| 7D | +12.1% | -0.1% | +12.2% | +12.2% |
| 30D | -18.8% | +4.4% | -23.2% | -21.1% |
| 3M | -39.3% | -6.4% | -32.9% | -37.0% |
| 6M | -40.1% | +4.2% | -44.3% | -42.4% |
| YTD | +71.8% | -12.4% | +84.2% | +83.4% |
| 1Y | +88.5% | -11.1% | +99.6% | +98.9% |
| 3Y | +770.0% | +114.9% | +655.1% | +386.9% |
| 5Y | +549.0% | +87.4% | +461.6% | +287.8% |
| All | +642.9% | +418.6% | +224.2% | +129.6% |
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