+138.7%
AXON vs NWSA
+46.6%
+92.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.8% | -2.4% | -3.2% |
| 7D | -14.2% | -1.9% | -12.3% | -13.2% |
| 30D | -15.4% | +4.6% | -20.0% | -17.7% |
| 3M | +0.5% | +13.2% | -12.7% | -6.7% |
| 6M | -9.5% | +27.0% | -36.5% | -20.9% |
| YTD | -9.2% | +16.8% | -26.0% | -17.5% |
| 1Y | -29.4% | +4.5% | -33.9% | -32.2% |
| All | +138.7% | +46.6% | +92.0% | +86.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling