+86.1%
WULF vs AXP
+1.4%
+84.7%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.8% | +2.4% |
| 7D | +7.6% | -2.1% | +9.7% | +9.0% |
| 30D | -8.6% | -6.5% | -2.1% | -4.8% |
| 3M | -37.0% | +4.6% | -41.6% | -39.9% |
| 6M | +7.4% | +5.4% | +2.0% | +2.4% |
| YTD | +43.7% | -11.1% | +54.8% | +48.9% |
| 1Y | +86.1% | -0.3% | +86.4% | +83.2% |
| All | +86.1% | +1.4% | +84.7% | +83.2% |
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