-31.8%
AXON vs NWSA
+2.1%
-33.9%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | -0.1% | -1.0% |
| 7D | -2.5% | -2.6% | +0.2% | -1.1% |
| 30D | -11.5% | +4.6% | -16.0% | -13.2% |
| 3M | +7.3% | +10.2% | -2.9% | +0.9% |
| 6M | -11.9% | +21.6% | -33.6% | -21.4% |
| YTD | -11.0% | +14.6% | -25.6% | -19.6% |
| 1Y | -31.8% | +0.4% | -32.1% | -36.5% |
| All | -31.8% | +2.1% | -33.9% | -36.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling