-12.2%
WULF vs AXP
-11.5%
-0.7%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.7% | +1.6% |
| 7D | +0.2% | -0.6% | +0.9% | +0.7% |
| 30D | -8.8% | +5.0% | -13.7% | -11.4% |
| 3M | -22.5% | -4.2% | -18.2% | -20.8% |
| 6M | -46.3% | +2.9% | -49.3% | -48.7% |
| YTD | +9.3% | -11.6% | +20.9% | +11.4% |
| 1Y | -12.2% | -11.1% | -1.1% | -9.9% |
| All | -12.2% | -11.5% | -0.7% | -9.9% |
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 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