+94.9%
WULF vs AXP
+469.2%
-374.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | 0.0% | +8.2% | +8.2% |
| 7D | +21.9% | +0.6% | +21.3% | +21.5% |
| 30D | +4.6% | -4.3% | +8.9% | +6.8% |
| 3M | -30.9% | +4.7% | -35.6% | -32.9% |
| 6M | +29.9% | +9.0% | +20.9% | +24.0% |
| YTD | +55.4% | -11.1% | +66.6% | +64.1% |
| 1Y | +94.1% | +1.3% | +92.8% | +91.7% |
| 3Y | +892.2% | +114.5% | +777.7% | +677.6% |
| 5Y | -26.7% | +118.0% | -144.8% | -42.3% |
| All | +94.9% | +469.2% | -374.3% | +61.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling