+423.4%
WMT vs AXP
+465.7%
-42.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +0.1% | +0.6% | -0.5% | 0.0% |
| 30D | -5.0% | -4.3% | -0.6% | -4.3% |
| 3M | -11.3% | +4.7% | -16.0% | -12.0% |
| 6M | -13.8% | +9.0% | -22.8% | -15.1% |
| YTD | -4.2% | -11.1% | +6.9% | -2.9% |
| 1Y | +4.6% | +1.3% | +3.3% | +3.5% |
| 3Y | +100.5% | +114.5% | -14.0% | +75.2% |
| 5Y | +129.7% | +118.0% | +11.6% | +97.3% |
| 10Y | +423.4% | +464.9% | -41.5% | +283.9% |
| All | +423.4% | +465.7% | -42.3% | +283.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling