+143.0%
AXON vs WAB
+153.4%
-10.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.7% | -4.9% | -4.5% |
| 7D | -14.2% | -3.2% | -11.0% | -13.0% |
| 30D | -15.4% | -4.4% | -11.0% | -13.8% |
| 3M | +0.5% | +7.9% | -7.4% | -3.3% |
| 6M | -9.5% | +8.7% | -18.2% | -14.0% |
| YTD | -9.2% | +33.0% | -42.2% | -23.3% |
| 1Y | -29.4% | +46.7% | -76.0% | -43.7% |
| All | +143.0% | +153.4% | -10.5% | +48.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling