+129.9%
AXON vs SW
-0.1%
+130.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.1% | -2.2% | +1.1% |
| 7D | +0.2% | +12.1% | -11.8% | -1.8% |
| 30D | +3.0% | +6.6% | -3.6% | +1.8% |
| 3M | -30.1% | -6.0% | -24.1% | -29.3% |
| 6M | +7.7% | +21.5% | -13.7% | +4.6% |
| YTD | -25.3% | +20.3% | -45.6% | -27.7% |
| 1Y | -39.9% | +28.1% | -68.1% | -42.4% |
| 3Y | +95.2% | +51.6% | +43.7% | +80.9% |
| 5Y | +129.9% | -0.1% | +130.0% | +110.5% |
| All | +129.9% | -0.1% | +130.0% | +110.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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