+170.5%
AXON vs NWSA
+39.6%
+130.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.3% | -2.7% |
| 7D | -3.3% | -3.4% | 0.0% | -1.6% |
| 30D | -17.8% | +3.9% | -21.8% | -19.3% |
| 3M | +8.3% | +8.9% | -0.6% | +3.1% |
| 6M | -12.4% | +21.2% | -33.5% | -20.9% |
| YTD | -13.7% | +13.8% | -27.6% | -19.9% |
| 1Y | -33.1% | +1.4% | -34.5% | -34.4% |
| 3Y | +128.2% | +44.0% | +84.3% | +86.1% |
| 5Y | +170.5% | +40.5% | +130.0% | +114.8% |
| All | +170.5% | +39.6% | +130.9% | +114.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling