+132.3%
WMT vs AXP
+118.2%
+14.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -1.0% |
| 7D | +3.9% | -2.1% | +6.0% | +4.3% |
| 30D | -4.4% | -6.5% | +2.1% | -3.4% |
| 3M | -8.8% | +4.6% | -13.4% | -9.5% |
| 6M | -15.6% | +5.4% | -21.1% | -16.5% |
| YTD | -3.2% | -11.1% | +7.9% | -1.8% |
| 1Y | +7.0% | -0.3% | +7.3% | +6.1% |
| 3Y | +105.3% | +111.6% | -6.3% | +79.3% |
| All | +132.3% | +118.2% | +14.2% | +100.8% |
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