+1,060.5%
AXON vs W
+224.5%
+836.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.7% | +2.6% | +3.9% |
| 7D | -25.6% | -7.4% | -18.3% | -24.4% |
| 30D | -23.9% | +7.8% | -31.7% | -25.1% |
| 3M | -50.4% | +10.9% | -61.3% | -51.5% |
| 6M | -20.0% | +86.4% | -106.4% | -30.3% |
| YTD | -44.5% | +14.0% | -58.4% | -47.2% |
| 1Y | -44.9% | +3.5% | -48.4% | -46.7% |
| 3Y | +44.7% | +164.8% | -120.0% | +4.6% |
| 5Y | +86.7% | -53.1% | +139.8% | +69.8% |
| 10Y | +1,060.5% | +220.4% | +840.0% | +563.2% |
| All | +1,060.5% | +224.5% | +836.0% | +563.2% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 10y: compounded portfolio wealth divided by compounded W 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…
10y analysis · Full analysis span regression · 6 months rolling