+66.3%
WULF vs AXP
+0.8%
+65.6%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.3% | -2.8% | -3.2% |
| 7D | +15.6% | -2.5% | +18.1% | +17.5% |
| 30D | +5.7% | -5.0% | +10.8% | +9.0% |
| 3M | -32.3% | +1.4% | -33.6% | -34.1% |
| 6M | +23.7% | +6.0% | +17.7% | +17.4% |
| YTD | +49.1% | -12.3% | +61.4% | +56.2% |
| 1Y | +66.3% | +0.3% | +66.0% | +63.1% |
| All | +66.3% | +0.8% | +65.6% | +63.1% |
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