+0.5%
AXON vs W
+72.4%
-71.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -8.2% | -1.6% | -7.3% |
| 7D | -12.7% | -5.6% | -7.1% | -11.0% |
| 30D | -8.6% | +7.5% | -16.1% | -10.3% |
| 3M | -37.2% | +5.4% | -42.6% | -38.2% |
| 6M | +0.5% | +79.4% | -78.9% | -9.7% |
| All | +0.5% | +72.4% | -71.9% | -9.7% |
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