+135.7%
WMT vs AXP
+117.6%
+18.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.5% |
| 7D | +1.6% | +0.6% | +1.0% | +1.6% |
| 30D | +16.1% | +5.8% | +10.2% | +15.0% |
| 3M | +12.3% | -6.0% | +18.3% | +13.4% |
| 6M | -3.1% | +0.3% | -3.4% | -3.3% |
| YTD | +13.4% | -12.3% | +25.6% | +15.6% |
| 1Y | +24.5% | -11.2% | +35.7% | +26.5% |
| 3Y | +135.7% | +117.0% | +18.7% | +98.3% |
| All | +135.7% | +117.6% | +18.1% | +98.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling