-11.1%
AXP vs WOLF
+40.4%
-51.5%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.3% |
| 7D | -0.6% | +17.0% | -17.6% | -1.1% |
| 30D | +5.0% | -14.3% | +19.3% | +5.2% |
| 3M | -4.2% | -10.5% | +6.2% | -4.3% |
| 6M | +2.9% | -43.7% | +46.7% | +2.6% |
| YTD | -11.6% | +50.7% | -62.2% | -16.4% |
| 1Y | -11.1% | +46.7% | -57.8% | -17.4% |
| All | -11.1% | +40.4% | -51.5% | -17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF 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 WOLF 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