+80.2%
AXON vs W
-54.3%
+134.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.6% | -0.1% | -2.1% |
| 7D | -19.7% | -1.7% | -18.0% | -19.5% |
| 30D | -25.7% | +3.2% | -28.9% | -26.1% |
| 3M | -48.8% | +8.3% | -57.1% | -49.6% |
| 6M | -22.0% | +84.3% | -106.3% | -31.1% |
| YTD | -45.9% | +11.0% | -56.9% | -48.1% |
| 1Y | -46.1% | -0.2% | -45.9% | -47.4% |
| 3Y | +40.9% | +157.9% | -117.0% | +4.8% |
| 5Y | +80.2% | -56.8% | +137.0% | +112.9% |
| All | +80.2% | -54.3% | +134.5% | +112.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling