-8.9%
AXON vs WETO
-99.4%
+90.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +7.1% | -9.3% | -2.2% |
| 7D | -11.0% | -19.9% | +8.9% | -11.1% |
| 30D | -24.7% | -42.7% | +17.9% | -24.5% |
| 3M | +7.0% | -97.7% | +104.7% | +10.3% |
| 6M | -9.6% | -94.4% | +84.8% | -10.8% |
| YTD | -15.7% | -97.0% | +81.3% | -14.2% |
| 1Y | -35.9% | -98.9% | +62.9% | -32.3% |
| All | -8.9% | -99.4% | +90.5% | +1.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling