-11.1%
AXP vs NWSA
+2.3%
-13.4%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.7% | -1.9% | 0.0% |
| 7D | -0.1% | +2.2% | -2.3% | -0.8% |
| 30D | +4.4% | -8.8% | +13.2% | +7.0% |
| 3M | -6.4% | -6.5% | +0.1% | -5.0% |
| 6M | +4.2% | +1.5% | +2.7% | +2.2% |
| YTD | -12.4% | +4.0% | -16.4% | -16.4% |
| 1Y | -11.1% | +3.4% | -14.6% | -14.8% |
| All | -11.1% | +2.3% | -13.4% | -14.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling