-22.1%
WULF vs AXP
-6.4%
-15.7%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +2.2% | -8.8% | -7.8% |
| 7D | -12.8% | +4.6% | -17.4% | -15.2% |
| 30D | -20.9% | +9.7% | -30.6% | -25.2% |
| 3M | -38.0% | -3.8% | -34.3% | -36.8% |
| 6M | -47.5% | +4.8% | -52.3% | -50.2% |
| YTD | +1.8% | -9.1% | +10.9% | +1.9% |
| 1Y | -22.1% | -6.7% | -15.4% | -23.3% |
| All | -22.1% | -6.4% | -15.7% | -23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AXP.
Daily Out/Under-Performance
Portfolio return minus AXP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXP 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 AXP 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