+633.9%
WDC vs AXP
+429.4%
+204.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | 0.0% |
| 7D | -16.7% | -0.6% | -16.1% | -16.2% |
| 30D | -27.2% | +5.0% | -32.2% | -29.5% |
| 3M | -34.0% | -4.2% | -29.8% | -32.5% |
| 6M | -39.7% | +2.9% | -42.7% | -41.6% |
| YTD | +68.1% | -11.6% | +79.6% | +78.4% |
| 1Y | +66.3% | -11.1% | +77.4% | +75.7% |
| 3Y | +754.4% | +116.7% | +637.7% | +375.8% |
| 5Y | +595.8% | +89.6% | +506.2% | +312.7% |
| All | +633.9% | +429.4% | +204.5% | +124.4% |
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