+1,180.9%
AXON vs NWSA
+159.6%
+1,021.3%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.7% | -3.8% | -3.5% |
| 7D | -28.7% | -10.5% | -18.2% | -24.9% |
| 30D | -28.3% | -8.8% | -19.6% | -25.2% |
| 3M | -46.9% | -6.5% | -40.4% | -45.2% |
| 6M | -24.9% | -1.3% | -23.5% | -24.8% |
| YTD | -46.6% | +2.5% | -49.1% | -47.6% |
| 1Y | -49.7% | +0.2% | -49.9% | -50.1% |
| 3Y | +40.6% | +27.6% | +13.0% | +23.8% |
| 5Y | +71.9% | +17.0% | +54.9% | +53.8% |
| 10Y | +1,180.9% | +148.3% | +1,032.5% | +644.9% |
| All | +1,180.9% | +159.6% | +1,021.3% | +644.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 10y: compounded portfolio wealth divided by compounded NWSA 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…
10y analysis · Full analysis span regression · 6 months rolling