+1,874.2%
AXON vs WAT
+161.1%
+1,713.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.0% | -3.2% | -3.8% |
| 7D | -14.2% | -1.3% | -12.9% | -13.7% |
| 30D | -15.4% | +2.3% | -17.7% | -15.9% |
| 3M | +0.5% | +8.7% | -8.3% | -2.3% |
| 6M | -9.5% | +28.3% | -37.8% | -17.5% |
| YTD | -9.2% | +7.8% | -17.0% | -12.7% |
| 1Y | -29.4% | +36.6% | -66.0% | -38.2% |
| 3Y | +139.4% | +45.7% | +93.7% | +89.6% |
| 5Y | +178.9% | -3.3% | +182.2% | +162.8% |
| All | +1,874.2% | +161.1% | +1,713.2% | +1,095.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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