-18.9%
AXON vs W
+67.4%
-86.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | -1.4% | -16.7% | -17.7% |
| 7D | -26.8% | -3.6% | -23.2% | -25.8% |
| 30D | -22.9% | +7.0% | -29.9% | -24.1% |
| 3M | -40.1% | +7.4% | -47.5% | -41.2% |
| 6M | -18.9% | +69.3% | -88.2% | -26.5% |
| All | -18.9% | +67.4% | -86.2% | -26.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling