+1,617.1%
AXON vs WM
+348.7%
+1,268.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | +1.2% | -11.0% | -10.3% |
| 7D | -12.7% | +4.5% | -17.2% | -14.3% |
| 30D | -8.6% | +16.1% | -24.7% | -14.4% |
| 3M | -37.2% | +8.0% | -45.3% | -39.5% |
| 6M | +0.5% | +8.4% | -7.9% | -3.5% |
| YTD | -32.6% | +11.2% | -43.9% | -36.3% |
| 1Y | -40.2% | +22.3% | -62.5% | -45.9% |
| 3Y | +76.1% | +50.2% | +25.8% | +42.9% |
| 5Y | +109.5% | +63.3% | +46.2% | +61.4% |
| All | +1,617.1% | +348.7% | +1,268.3% | +686.5% |
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