-4.3%
AXP vs WOLF
+53.8%
-58.1%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.5% | -5.6% | -0.2% |
| 7D | -2.9% | +21.5% | -24.3% | -3.2% |
| 30D | +3.7% | -1.2% | +5.0% | +3.7% |
| 3M | -4.9% | -8.2% | +3.3% | -5.0% |
| 6M | +4.1% | -45.0% | +49.0% | +3.9% |
| YTD | -11.7% | +59.0% | -70.7% | -13.2% |
| 1Y | -11.7% | +59.1% | -70.8% | -13.3% |
| All | -4.3% | +53.8% | -58.1% | -6.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling