+1,304.8%
AXON vs WAB
+287.6%
+1,017.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | +1.8% | -20.0% | -19.0% |
| 7D | -26.8% | +1.4% | -28.3% | -27.3% |
| 30D | -22.9% | +0.4% | -23.3% | -23.2% |
| 3M | -40.1% | -3.8% | -36.2% | -39.2% |
| 6M | -18.9% | +5.1% | -24.0% | -21.5% |
| YTD | -44.9% | +33.3% | -78.2% | -52.4% |
| 1Y | -46.7% | +39.8% | -86.5% | -55.0% |
| 3Y | +44.3% | +161.1% | -116.7% | -7.8% |
| 5Y | +71.4% | +209.5% | -138.1% | +1.4% |
| All | +1,304.8% | +287.6% | +1,017.2% | +518.8% |
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