+772.0%
WDC vs AXP
+118.3%
+653.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +1.0% | +8.8% | +9.3% |
| 7D | -14.4% | -1.1% | -13.3% | -13.8% |
| 30D | -27.1% | +5.2% | -32.3% | -28.9% |
| 3M | -33.3% | -4.6% | -28.7% | -31.8% |
| 6M | -39.6% | +3.2% | -42.8% | -41.1% |
| YTD | +68.4% | -11.3% | +79.7% | +77.3% |
| 1Y | +78.2% | -11.0% | +89.2% | +87.0% |
| 3Y | +772.0% | +120.2% | +651.9% | +484.8% |
| All | +772.0% | +118.3% | +653.7% | +484.8% |
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