+176.9%
AXON vs GWW
+222.6%
-45.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.7% | +0.7% | -0.8% |
| 7D | -2.5% | -1.5% | -1.0% | -1.8% |
| 30D | -11.5% | +1.1% | -12.6% | -11.9% |
| 3M | +7.3% | -1.0% | +8.3% | +7.1% |
| 6M | -11.9% | +16.3% | -28.3% | -18.3% |
| YTD | -11.0% | +28.5% | -39.5% | -22.0% |
| 1Y | -31.8% | +30.3% | -62.0% | -40.6% |
| 3Y | +135.4% | +91.6% | +43.8% | +68.1% |
| 5Y | +176.9% | +224.0% | -47.1% | +42.6% |
| All | +176.9% | +222.6% | -45.8% | +42.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling