+1,046.6%
AXON vs WM
+330.8%
+715.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.1% | +2.8% | +2.8% |
| 7D | +0.8% | +3.2% | -2.4% | -0.6% |
| 30D | -22.8% | +13.0% | -35.8% | -26.6% |
| 3M | -48.8% | +9.2% | -58.0% | -50.7% |
| 6M | -16.3% | +13.6% | -29.9% | -21.1% |
| YTD | -44.5% | +12.4% | -56.9% | -47.6% |
| 1Y | -43.4% | +21.2% | -64.6% | -48.4% |
| 3Y | +44.3% | +48.7% | -4.4% | +18.2% |
| 5Y | +85.1% | +61.9% | +23.2% | +44.1% |
| All | +1,046.6% | +330.8% | +715.8% | +534.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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