+138.7%
AXON vs GWW
+96.2%
+42.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.9% | -5.1% | -4.5% |
| 7D | -14.2% | +1.4% | -15.6% | -14.6% |
| 30D | -15.4% | +3.3% | -18.7% | -16.4% |
| 3M | +0.5% | +2.9% | -2.4% | -1.3% |
| 6M | -9.5% | +15.8% | -25.3% | -15.5% |
| YTD | -9.2% | +32.0% | -41.2% | -21.0% |
| 1Y | -29.4% | +29.9% | -59.3% | -38.1% |
| All | +138.7% | +96.2% | +42.5% | +69.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling