+1,304.8%
AXON vs W
+238.4%
+1,066.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | -1.4% | -16.7% | -17.9% |
| 7D | -26.8% | -3.6% | -23.2% | -26.2% |
| 30D | -22.9% | +7.0% | -29.9% | -23.9% |
| 3M | -40.1% | +7.4% | -47.5% | -41.0% |
| 6M | -18.9% | +69.3% | -88.2% | -28.0% |
| YTD | -44.9% | +11.3% | -56.2% | -47.3% |
| 1Y | -46.7% | +13.2% | -59.9% | -49.4% |
| 3Y | +44.3% | +142.0% | -97.7% | +6.2% |
| 5Y | +71.4% | -54.6% | +126.0% | +57.1% |
| All | +1,304.8% | +238.4% | +1,066.4% | +601.4% |
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