+34.1%
WULF vs AXP
+435.0%
-401.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.7% | +1.6% |
| 7D | +0.2% | -0.6% | +0.9% | +0.6% |
| 30D | -8.8% | +5.0% | -13.7% | -11.2% |
| 3M | -22.5% | -4.2% | -18.2% | -21.0% |
| 6M | -46.3% | +2.9% | -49.3% | -47.6% |
| YTD | +9.3% | -11.6% | +20.9% | +15.5% |
| 1Y | -12.2% | -11.1% | -1.1% | -7.3% |
| 3Y | +1,181.6% | +116.7% | +1,064.9% | +891.7% |
| 5Y | -55.4% | +89.6% | -145.0% | -64.5% |
| 10Y | +34.1% | +428.4% | -394.3% | +6.9% |
| All | +34.1% | +435.0% | -401.0% | +6.9% |
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