-47.1%
AXON vs WAB
+45.8%
-92.9%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.0% | -0.3% |
| 7D | -27.4% | +4.0% | -31.4% | -27.3% |
| 30D | -28.5% | +6.3% | -34.8% | -28.5% |
| 3M | -49.3% | +3.3% | -52.5% | -49.2% |
| 6M | -25.0% | +14.5% | -39.5% | -24.6% |
| YTD | -46.7% | +42.7% | -89.4% | -54.2% |
| All | -47.1% | +45.8% | -92.9% | -55.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling