+109.5%
AXON vs SW
-1.6%
+111.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -1.5% | -8.3% | -9.5% |
| 7D | -12.7% | +4.7% | -17.3% | -13.4% |
| 30D | -8.6% | +5.0% | -13.6% | -9.4% |
| 3M | -37.2% | -7.3% | -29.9% | -36.3% |
| 6M | +0.5% | +15.0% | -14.5% | -1.5% |
| YTD | -32.6% | +18.5% | -51.2% | -34.6% |
| 1Y | -40.2% | +27.1% | -67.3% | -42.5% |
| 3Y | +76.1% | +49.3% | +26.8% | +63.7% |
| 5Y | +109.5% | -1.6% | +111.1% | +92.4% |
| All | +109.5% | -1.6% | +111.1% | +92.4% |
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