+1,016.4%
AXON vs NWSA
+141.7%
+874.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.1% | -0.5% | -1.7% |
| 7D | -19.7% | -0.8% | -18.9% | -19.4% |
| 30D | -25.7% | -11.3% | -14.4% | -21.4% |
| 3M | -48.8% | -8.1% | -40.7% | -46.7% |
| 6M | -22.0% | -0.7% | -21.3% | -22.2% |
| YTD | -45.9% | +1.3% | -47.3% | -46.6% |
| 1Y | -46.1% | -1.3% | -44.8% | -46.1% |
| 3Y | +40.9% | +28.4% | +12.5% | +23.9% |
| 5Y | +80.2% | +15.3% | +64.9% | +62.4% |
| All | +1,016.4% | +141.7% | +874.7% | +540.4% |
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