+172.0%
AXON vs GWRE
+15.1%
+156.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.2% |
| 7D | -7.0% | -13.2% | +6.2% | -0.7% |
| 30D | -20.1% | -18.6% | -1.5% | -13.3% |
| 3M | +7.4% | +18.9% | -11.5% | -3.5% |
| 6M | -7.4% | -11.0% | +3.6% | -5.9% |
| YTD | -15.6% | -29.9% | +14.3% | -5.0% |
| 1Y | -36.2% | -44.3% | +8.2% | -20.3% |
| 3Y | +124.8% | +51.7% | +73.2% | +59.2% |
| All | +172.0% | +15.1% | +156.9% | +125.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 5y: compounded portfolio wealth divided by compounded GWRE 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…
5y analysis · Full analysis span regression · 6 months rolling