+10,587.0%
WMT vs AXP
+6,640.9%
+3,946.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.1% |
| 7D | -1.6% | -1.1% | -0.5% | -1.3% |
| 30D | +12.9% | +5.2% | +7.6% | +11.4% |
| 3M | +12.6% | -4.6% | +17.2% | +13.9% |
| 6M | -3.4% | +3.2% | -6.6% | -4.5% |
| YTD | +13.5% | -11.3% | +24.9% | +15.8% |
| 1Y | +23.5% | -11.0% | +34.5% | +25.8% |
| 3Y | +137.3% | +120.2% | +17.2% | +89.9% |
| 5Y | +167.9% | +91.7% | +76.2% | +116.6% |
| 10Y | +526.6% | +440.3% | +86.3% | +258.7% |
| All | +10,587.0% | +6,640.9% | +3,946.1% | +2,098.3% |
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 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