+116.8%
AXP vs NWSA
+30.8%
+86.0%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.4% | -0.3% |
| 7D | -0.6% | -9.7% | +9.0% | +3.9% |
| 30D | +5.0% | -8.6% | +13.6% | +9.0% |
| 3M | -4.2% | -6.3% | +2.0% | -2.1% |
| 6M | +2.9% | -1.2% | +4.1% | +1.5% |
| YTD | -11.6% | +2.6% | -14.2% | -15.3% |
| 1Y | -11.1% | 0.0% | -11.1% | -13.4% |
| All | +116.8% | +30.8% | +86.0% | +94.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling