+469.1%
AXP vs BWA
+151.8%
+317.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.8% | -3.9% | -2.4% |
| 7D | -2.1% | +5.7% | -7.8% | -4.6% |
| 30D | -6.5% | +1.4% | -7.9% | -7.5% |
| 3M | +4.6% | -12.1% | +16.7% | +9.8% |
| 6M | +5.4% | +28.6% | -23.1% | -8.7% |
| YTD | -11.1% | +51.1% | -62.2% | -30.9% |
| 1Y | -0.3% | +55.9% | -56.2% | -24.0% |
| 3Y | +111.6% | +70.1% | +41.4% | +48.5% |
| 5Y | +117.6% | +90.7% | +26.9% | +39.4% |
| All | +469.1% | +151.8% | +317.4% | +181.8% |
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