+817.2%
WULF vs AXP
+115.1%
+702.1%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.8% | +3.2% |
| 7D | +7.6% | -2.1% | +9.7% | +10.6% |
| 30D | -8.6% | -6.5% | -2.1% | -0.5% |
| 3M | -37.0% | +4.6% | -41.6% | -42.2% |
| 6M | +7.4% | +5.4% | +2.0% | -2.4% |
| YTD | +43.7% | -11.1% | +54.8% | +62.3% |
| 1Y | +86.1% | -0.3% | +86.4% | +72.5% |
| All | +817.2% | +115.1% | +702.1% | +134.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling