+92.7%
WFC vs AXP
+91.8%
+1.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.5% |
| 7D | +0.9% | -0.6% | +1.5% | +1.3% |
| 30D | +3.3% | +5.0% | -1.7% | -0.1% |
| 3M | -1.4% | -4.2% | +2.8% | +1.4% |
| 6M | +14.7% | +2.9% | +11.8% | +12.0% |
| YTD | -5.9% | -11.6% | +5.7% | +1.1% |
| 1Y | +1.8% | -11.1% | +12.9% | +8.9% |
| 3Y | +124.9% | +116.7% | +8.2% | +30.6% |
| 5Y | +92.7% | +89.6% | +3.1% | +21.5% |
| All | +92.7% | +91.8% | +1.0% | +21.5% |
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 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