-11.2%
AXP vs NWSA
+4.0%
-15.2%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | +0.6% | -9.4% | +10.0% | +3.2% |
| 30D | +5.8% | -7.8% | +13.6% | +7.9% |
| 3M | -6.0% | -10.8% | +4.7% | -3.2% |
| 6M | +0.3% | +1.1% | -0.8% | -1.5% |
| YTD | -12.3% | +1.8% | -14.1% | -15.2% |
| 1Y | -11.2% | +6.0% | -17.3% | -15.7% |
| All | -11.2% | +4.0% | -15.2% | -15.7% |
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