+8,627.7%
WFC vs AXP
+6,658.5%
+1,969.2%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.9% |
| 3M | +10.9% | +4.6% | +6.2% | +7.4% |
| 6M | +8.4% | +5.4% | +3.0% | +4.2% |
| YTD | -1.9% | -11.1% | +9.2% | +4.8% |
| 1Y | +12.3% | -0.3% | +12.6% | +11.0% |
| 3Y | +132.3% | +111.6% | +20.7% | +41.1% |
| 5Y | +130.1% | +117.6% | +12.5% | +34.3% |
| 10Y | +134.4% | +474.1% | -339.7% | -27.0% |
| All | +8,627.7% | +6,658.5% | +1,969.2% | +702.4% |
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