-3.7%
AXP vs WOLF
+57.5%
-61.2%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.6% | -6.7% | -1.2% |
| 7D | -2.1% | +9.7% | -11.8% | -2.3% |
| 30D | -6.5% | +12.5% | -19.1% | -6.8% |
| 3M | +4.6% | -57.7% | +62.4% | +5.1% |
| 6M | +5.4% | +37.7% | -32.3% | +3.2% |
| YTD | -11.1% | +62.8% | -74.0% | -12.6% |
| All | -3.7% | +57.5% | -61.2% | -5.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling