+77.2%
AXON vs NWSA
+12.8%
+64.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | -0.3% | -17.8% | -18.0% |
| 7D | -26.8% | -9.4% | -17.5% | -22.9% |
| 30D | -22.9% | -7.8% | -15.1% | -19.5% |
| 3M | -40.1% | -10.8% | -29.3% | -36.6% |
| 6M | -18.9% | +1.1% | -19.9% | -19.9% |
| YTD | -44.9% | +1.8% | -46.7% | -45.9% |
| 1Y | -46.7% | +6.0% | -52.7% | -48.8% |
| 3Y | +44.3% | +24.6% | +19.8% | +26.1% |
| All | +77.2% | +12.8% | +64.4% | +51.5% |
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 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