+129.3%
WFC vs AXP
+118.2%
+11.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.6% |
| 7D | +3.8% | -2.1% | +5.9% | +5.2% |
| 30D | +1.5% | -6.5% | +8.0% | +6.1% |
| 3M | +10.9% | +4.6% | +6.2% | +7.2% |
| 6M | +8.4% | +5.4% | +3.0% | +4.0% |
| YTD | -1.9% | -11.1% | +9.2% | +5.1% |
| 1Y | +12.3% | -0.3% | +12.6% | +10.8% |
| 3Y | +132.3% | +111.6% | +20.7% | +38.6% |
| All | +129.3% | +118.2% | +11.2% | +32.0% |
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 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