+44.3%
AXON vs W
+123.5%
-79.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | -1.4% | -16.7% | -17.9% |
| 7D | -26.8% | -3.6% | -23.2% | -26.3% |
| 30D | -22.9% | +7.0% | -29.9% | -23.7% |
| 3M | -40.1% | +7.4% | -47.5% | -40.8% |
| 6M | -18.9% | +69.3% | -88.2% | -25.7% |
| YTD | -44.9% | +11.3% | -56.2% | -46.9% |
| 1Y | -46.7% | +13.2% | -59.9% | -48.9% |
| 3Y | +44.3% | +142.0% | -97.7% | +17.1% |
| All | +44.3% | +123.5% | -79.1% | +17.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling