+2,406.9%
AXON vs W
+214.9%
+2,192.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -8.2% | -1.6% | -8.3% |
| 7D | -12.7% | -5.6% | -7.1% | -11.7% |
| 30D | -8.6% | +7.5% | -16.1% | -9.8% |
| 3M | -37.2% | +5.4% | -42.6% | -37.8% |
| 6M | +0.5% | +79.4% | -78.9% | -10.8% |
| YTD | -32.6% | +12.9% | -45.6% | -35.5% |
| 1Y | -40.2% | +12.4% | -52.6% | -42.9% |
| 3Y | +76.1% | +128.5% | -52.4% | +35.3% |
| 5Y | +109.5% | -54.0% | +163.4% | +90.3% |
| 10Y | +1,640.5% | +248.8% | +1,391.7% | +980.7% |
| All | +2,406.9% | +214.9% | +2,192.0% | +1,442.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling