+972.6%
WULF vs AXP
+117.6%
+855.1%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -1.2% | +14.0% | +14.4% |
| 7D | -3.1% | +0.6% | -3.7% | -4.4% |
| 30D | -21.0% | +5.8% | -26.9% | -27.1% |
| 3M | -35.5% | -6.0% | -29.5% | -31.1% |
| 6M | -55.8% | +0.3% | -56.1% | -57.7% |
| YTD | -1.0% | -12.3% | +11.2% | +12.3% |
| 1Y | -20.4% | -11.2% | -9.1% | -11.4% |
| 3Y | +972.6% | +117.0% | +855.6% | +125.7% |
| All | +972.6% | +117.6% | +855.1% | +125.7% |
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