+142.9%
WFC vs AXP
+449.9%
-307.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | +0.4% |
| 7D | +1.2% | +0.6% | +0.7% | +0.8% |
| 30D | +5.2% | +5.8% | -0.6% | +1.0% |
| 3M | -3.0% | -6.0% | +3.0% | +1.2% |
| 6M | +6.2% | +0.3% | +5.9% | +5.4% |
| YTD | -7.9% | -12.3% | +4.3% | -0.1% |
| 1Y | +0.3% | -11.2% | +11.5% | +7.6% |
| 3Y | +117.7% | +117.0% | +0.7% | +20.2% |
| 5Y | +88.4% | +93.2% | -4.8% | +10.1% |
| All | +142.9% | +449.9% | -307.0% | -45.0% |
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