+420.6%
AXP vs NWSA
+98.2%
+322.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.0% |
| 7D | +0.6% | -9.4% | +10.0% | +5.2% |
| 30D | +5.8% | -7.8% | +13.6% | +9.6% |
| 3M | -6.0% | -10.8% | +4.7% | -1.2% |
| 6M | +0.3% | +1.1% | -0.8% | -1.9% |
| YTD | -12.3% | +1.8% | -14.1% | -14.9% |
| 1Y | -11.2% | +6.0% | -17.3% | -15.9% |
| 3Y | +117.0% | +24.6% | +92.5% | +88.3% |
| 5Y | +93.2% | +13.1% | +80.0% | +71.5% |
| 10Y | +461.2% | +148.5% | +312.6% | +215.0% |
| All | +420.6% | +98.2% | +322.5% | +211.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling