-48.3%
AXON vs GWW
+55.9%
-104.2%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -2.0% | -0.7% |
| 7D | -27.4% | +5.5% | -32.9% | -28.1% |
| 30D | -28.5% | +14.4% | -42.9% | -30.1% |
| 3M | -49.3% | +13.7% | -63.0% | -50.4% |
| 6M | -25.0% | +20.1% | -45.1% | -28.3% |
| YTD | -46.7% | +47.1% | -93.8% | -53.0% |
| 1Y | -48.3% | +56.2% | -104.5% | -55.8% |
| All | -48.3% | +55.9% | -104.2% | -55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 1y: compounded portfolio wealth divided by compounded GWW 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…
1y analysis · Full analysis span regression · 6 months rolling