-3.8%
AXON vs WETO
-99.4%
+95.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -2.0% |
| 7D | -2.5% | -57.2% | +54.8% | -2.8% |
| 30D | -11.5% | -48.8% | +37.3% | -11.3% |
| 3M | +7.3% | -97.7% | +105.0% | +10.5% |
| 6M | -11.9% | -94.3% | +82.4% | -13.2% |
| YTD | -11.0% | -97.0% | +86.0% | -9.5% |
| 1Y | -31.8% | -98.9% | +67.2% | -27.8% |
| All | -3.8% | -99.4% | +95.6% | +6.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling