+712.3%
WDC vs AXP
+117.6%
+594.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -0.8% |
| 7D | -28.0% | +0.6% | -28.5% | -28.1% |
| 30D | -34.9% | +5.8% | -40.8% | -36.8% |
| 3M | -41.6% | -6.0% | -35.5% | -39.8% |
| 6M | -45.4% | +0.3% | -45.7% | -45.9% |
| YTD | +53.3% | -12.3% | +65.5% | +62.1% |
| 1Y | +61.5% | -11.2% | +72.8% | +69.6% |
| 3Y | +712.3% | +117.0% | +595.3% | +449.5% |
| All | +712.3% | +117.6% | +594.8% | +449.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling