+928.6%
WDC vs AXP
+118.2%
+810.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.1% | +7.0% | +6.5% |
| 7D | +1.7% | -2.1% | +3.9% | +2.9% |
| 30D | -10.0% | -6.5% | -3.4% | -6.5% |
| 3M | -18.8% | +4.6% | -23.4% | -21.1% |
| 6M | +79.0% | +5.4% | +73.6% | +72.1% |
| YTD | +171.6% | -11.1% | +182.7% | +186.5% |
| 1Y | +417.4% | -0.3% | +417.7% | +404.1% |
| 3Y | +1,251.8% | +111.6% | +1,140.2% | +720.0% |
| All | +928.6% | +118.2% | +810.4% | +501.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling