+10,576.4%
AXON vs GWRE
+869.7%
+9,706.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -19.9% | +15.8% | +4.6% |
| 7D | -14.2% | -21.1% | +6.9% | -5.6% |
| 30D | -15.4% | +1.3% | -16.7% | -16.7% |
| 3M | +0.5% | +7.4% | -7.0% | -4.6% |
| 6M | -9.5% | +5.6% | -15.1% | -14.3% |
| YTD | -9.2% | -19.2% | +10.0% | -4.0% |
| 1Y | -29.4% | -25.1% | -4.2% | -23.8% |
| 3Y | +139.4% | +87.7% | +51.7% | +66.7% |
| 5Y | +178.9% | +32.0% | +146.9% | +121.3% |
| 10Y | +1,840.8% | +157.8% | +1,683.0% | +1,119.7% |
| All | +10,576.4% | +869.7% | +9,706.7% | +4,878.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling