+88.4%
AXON vs WAB
+214.2%
-125.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.8% | +3.6% | +3.1% |
| 7D | +0.8% | +5.1% | -4.3% | -1.9% |
| 30D | -22.8% | +4.0% | -26.8% | -24.5% |
| 3M | -48.8% | +0.1% | -48.9% | -49.0% |
| 6M | -16.3% | +12.8% | -29.1% | -22.6% |
| YTD | -44.5% | +40.1% | -84.5% | -55.6% |
| 1Y | -43.4% | +46.4% | -89.8% | -55.9% |
| 3Y | +44.3% | +167.4% | -123.1% | -25.1% |
| All | +88.4% | +214.2% | -125.8% | -14.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling