+1,028.0%
AXON vs WAB
+288.7%
+739.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.0% | -0.9% |
| 7D | -27.4% | +4.0% | -31.4% | -28.7% |
| 30D | -28.5% | +6.3% | -34.8% | -30.5% |
| 3M | -49.3% | +3.3% | -52.5% | -50.1% |
| 6M | -25.0% | +14.5% | -39.5% | -30.0% |
| YTD | -46.7% | +42.7% | -89.4% | -55.3% |
| 1Y | -48.3% | +45.2% | -93.5% | -56.9% |
| 3Y | +38.8% | +173.8% | -134.9% | -12.5% |
| 5Y | +77.7% | +223.8% | -146.1% | +3.8% |
| 10Y | +1,028.0% | +280.5% | +747.5% | +423.1% |
| All | +1,028.0% | +288.7% | +739.3% | +423.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 10y: compounded portfolio wealth divided by compounded WAB 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…
10y analysis · Full analysis span regression · 6 months rolling