+425.5%
AXP vs BWA
+89.5%
+335.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.7% | +0.6% |
| 7D | -0.6% | -2.4% | +1.8% | +0.3% |
| 30D | +5.0% | -17.7% | +22.7% | +14.1% |
| 3M | -4.2% | -27.0% | +22.7% | +9.2% |
| 6M | +2.9% | -17.3% | +20.3% | +9.0% |
| YTD | -11.6% | +12.9% | -24.4% | -22.3% |
| 1Y | -11.1% | +12.9% | -24.0% | -21.9% |
| 3Y | +116.7% | +62.1% | +54.6% | +52.7% |
| 5Y | +89.6% | +30.7% | +58.9% | +44.1% |
| All | +425.5% | +89.5% | +335.9% | +192.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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