+90.7%
WFC vs AXP
+86.8%
+3.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | -0.2% |
| 7D | +2.5% | -0.1% | +2.6% | +2.6% |
| 30D | +7.0% | +4.4% | +2.5% | +3.9% |
| 3M | -1.8% | -6.4% | +4.7% | +2.6% |
| 6M | +18.4% | +4.2% | +14.2% | +14.6% |
| YTD | -5.6% | -12.4% | +6.8% | +2.1% |
| 1Y | +3.9% | -11.1% | +15.0% | +11.0% |
| 3Y | +126.3% | +114.9% | +11.5% | +32.1% |
| All | +90.7% | +86.8% | +3.9% | +21.9% |
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