+3.2%
WULF vs AXP
-13.3%
+16.5%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.6% | -0.8% | -1.5% |
| 7D | +29.4% | -2.1% | +31.5% | +30.9% |
| 30D | -1.3% | +2.7% | -3.9% | -2.9% |
| 3M | -24.1% | -7.3% | -16.9% | -20.9% |
| 6M | -42.8% | +1.8% | -44.6% | -45.1% |
| YTD | +13.5% | -13.1% | +26.5% | +17.7% |
| 1Y | +3.2% | -13.7% | +16.9% | +9.0% |
| All | +3.2% | -13.3% | +16.5% | +9.0% |
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