+86.9%
WULF vs AXP
+461.7%
-374.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.3% | -2.8% | -3.4% |
| 7D | +15.6% | -2.5% | +18.1% | +17.1% |
| 30D | +5.7% | -5.0% | +10.8% | +8.4% |
| 3M | -32.3% | +1.4% | -33.6% | -33.0% |
| 6M | +23.7% | +6.0% | +17.7% | +19.8% |
| YTD | +49.1% | -12.3% | +61.4% | +58.5% |
| 1Y | +66.3% | +0.3% | +66.0% | +65.2% |
| 3Y | +851.7% | +111.7% | +740.0% | +651.3% |
| 5Y | -30.9% | +114.5% | -145.5% | -45.2% |
| 10Y | +86.9% | +467.1% | -380.1% | +55.8% |
| All | +86.9% | +461.7% | -374.8% | +55.8% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling