+88.4%
AXON vs WAT
+28.6%
+59.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.1% | +2.8% |
| 7D | +0.8% | +0.6% | +0.2% | +0.5% |
| 30D | -22.8% | +5.4% | -28.2% | -23.9% |
| 3M | -48.8% | +11.3% | -60.1% | -50.3% |
| 6M | -16.3% | +37.4% | -53.7% | -23.0% |
| YTD | -44.5% | +21.2% | -65.6% | -47.7% |
| 1Y | -43.4% | +21.3% | -64.7% | -46.7% |
| 3Y | +44.3% | +83.4% | -39.1% | +8.8% |
| All | +88.4% | +28.6% | +59.8% | +68.3% |
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