+182.3%
AXON vs WAT
-3.2%
+185.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.0% | -3.2% | -3.9% |
| 7D | -14.2% | -1.3% | -12.9% | -13.8% |
| 30D | -15.4% | +2.3% | -17.7% | -15.8% |
| 3M | +0.5% | +8.7% | -8.3% | -1.6% |
| 6M | -9.5% | +28.3% | -37.8% | -15.3% |
| YTD | -9.2% | +7.8% | -17.0% | -11.6% |
| 1Y | -29.4% | +36.6% | -66.0% | -36.0% |
| 3Y | +139.4% | +45.7% | +93.7% | +97.2% |
| All | +182.3% | -3.2% | +185.5% | +171.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling