+1,695.0%
WULF vs AXP
+7,001.4%
-5,306.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.8% | +1.9% |
| 7D | +7.6% | -2.1% | +9.7% | +7.9% |
| 30D | -8.6% | -6.5% | -2.1% | -7.6% |
| 3M | -37.0% | +4.6% | -41.6% | -37.5% |
| 6M | +7.4% | +5.4% | +2.0% | +6.6% |
| YTD | +43.7% | -11.1% | +54.8% | +46.4% |
| 1Y | +86.1% | -0.3% | +86.4% | +86.3% |
| 3Y | +733.8% | +111.6% | +622.3% | +676.8% |
| 5Y | -33.6% | +117.6% | -151.2% | -38.0% |
| 10Y | +76.1% | +474.1% | -398.1% | +55.6% |
| All | +1,695.0% | +7,001.4% | -5,306.4% | +1,078.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling