+8,381.3%
WFC vs AXP
+6,813.0%
+1,568.3%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.2% | 0.0% | +0.8% |
| 7D | +4.5% | +4.6% | -0.1% | +1.6% |
| 30D | +7.4% | +9.7% | -2.4% | +1.1% |
| 3M | -0.5% | -3.8% | +3.3% | +1.8% |
| 6M | +11.7% | +4.8% | +6.9% | +8.0% |
| YTD | -4.6% | -9.1% | +4.4% | +0.3% |
| 1Y | +2.5% | -6.7% | +9.2% | +5.9% |
| 3Y | +123.9% | +125.2% | -1.3% | +30.8% |
| 5Y | +94.3% | +105.0% | -10.6% | +18.1% |
| 10Y | +156.0% | +481.5% | -325.4% | -20.5% |
| All | +8,381.3% | +6,813.0% | +1,568.3% | +668.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling