-8.8%
AXON vs WETO
-99.4%
+90.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.4% | +5.5% | +0.1% |
| 7D | -7.0% | -4.3% | -2.7% | -7.1% |
| 30D | -20.1% | -39.9% | +19.8% | -19.9% |
| 3M | +7.4% | -97.9% | +105.3% | +10.9% |
| 6M | -7.4% | -95.0% | +87.7% | -8.3% |
| YTD | -15.6% | -97.2% | +81.6% | -14.2% |
| 1Y | -36.2% | -98.9% | +62.7% | -32.6% |
| All | -8.8% | -99.4% | +90.6% | +1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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