+3,184.9%
AXON vs NWSA
+99.8%
+3,085.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | -27.4% | -9.7% | -17.7% | -23.8% |
| 30D | -28.5% | -8.6% | -19.8% | -25.4% |
| 3M | -49.3% | -6.3% | -43.0% | -47.7% |
| 6M | -25.0% | -1.2% | -23.8% | -25.1% |
| YTD | -46.7% | +2.6% | -49.4% | -47.7% |
| 1Y | -48.3% | 0.0% | -48.3% | -48.6% |
| 3Y | +38.8% | +30.1% | +8.8% | +21.3% |
| 5Y | +77.7% | +18.3% | +59.4% | +58.5% |
| 10Y | +1,028.0% | +149.3% | +878.7% | +551.9% |
| All | +3,184.9% | +99.8% | +3,085.1% | +2,015.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling