+440.3%
AXP vs NWSA
+159.6%
+280.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.4% | +0.6% |
| 7D | -1.1% | -10.5% | +9.4% | +4.6% |
| 30D | +5.2% | -8.8% | +14.0% | +10.0% |
| 3M | -4.6% | -6.5% | +1.9% | -1.8% |
| 6M | +3.2% | -1.3% | +4.6% | +2.2% |
| YTD | -11.3% | +2.5% | -13.8% | -14.8% |
| 1Y | -11.0% | +0.2% | -11.2% | -13.3% |
| 3Y | +120.2% | +27.6% | +92.6% | +84.4% |
| 5Y | +91.7% | +17.0% | +74.7% | +63.8% |
| 10Y | +440.3% | +148.3% | +292.0% | +166.9% |
| All | +440.3% | +159.6% | +280.7% | +166.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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