+44.3%
AXON vs GWW
+92.7%
-48.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | -0.7% | -17.4% | -17.9% |
| 7D | -26.8% | +6.0% | -32.8% | -28.4% |
| 30D | -22.9% | +14.0% | -36.9% | -26.6% |
| 3M | -40.1% | +12.5% | -52.6% | -42.7% |
| 6M | -18.9% | +23.6% | -42.5% | -25.9% |
| YTD | -44.9% | +43.6% | -88.5% | -53.6% |
| 1Y | -46.7% | +52.5% | -99.2% | -56.4% |
| 3Y | +44.3% | +92.6% | -48.2% | +4.0% |
| All | +44.3% | +92.7% | -48.4% | +4.0% |
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