+7,302.8%
AXON vs SW
+743.1%
+6,559.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.1% | -2.2% | +1.6% |
| 7D | +0.2% | +12.1% | -11.8% | -0.5% |
| 30D | +3.0% | +6.6% | -3.6% | +2.6% |
| 3M | -30.1% | -6.0% | -24.1% | -29.8% |
| 6M | +7.7% | +21.5% | -13.7% | +6.6% |
| YTD | -25.3% | +20.3% | -45.6% | -26.1% |
| 1Y | -39.9% | +28.1% | -68.1% | -40.7% |
| 3Y | +95.2% | +51.6% | +43.7% | +90.9% |
| 5Y | +129.9% | -0.1% | +130.0% | +125.1% |
| 10Y | +1,829.8% | +189.7% | +1,640.1% | +1,757.0% |
| All | +7,302.8% | +743.1% | +6,559.7% | +7,027.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling