-43.4%
AXON vs W
+0.7%
-44.1%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.4% | +2.3% | +2.6% |
| 7D | +0.8% | +0.2% | +0.6% | +0.6% |
| 30D | -22.8% | +6.8% | -29.6% | -24.1% |
| 3M | -48.8% | +10.7% | -59.4% | -50.2% |
| 6M | -16.3% | +86.3% | -102.6% | -29.9% |
| YTD | -44.5% | +11.5% | -55.9% | -47.3% |
| 1Y | -43.4% | +5.1% | -48.5% | -46.1% |
| All | -43.4% | +0.7% | -44.1% | -46.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling