+1,028.0%
AXON vs WSM
+1,226.6%
-198.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -27.4% | +3.1% | -30.5% | -28.0% |
| 30D | -28.5% | +8.5% | -37.0% | -30.2% |
| 3M | -49.3% | +4.6% | -53.9% | -49.9% |
| 6M | -25.0% | +44.5% | -69.6% | -33.3% |
| YTD | -46.7% | +48.4% | -95.2% | -53.3% |
| 1Y | -48.3% | +36.2% | -84.4% | -53.4% |
| 3Y | +38.8% | +268.8% | -229.9% | -17.7% |
| 5Y | +77.7% | +185.2% | -107.5% | +10.7% |
| 10Y | +1,028.0% | +1,175.8% | -147.8% | +269.6% |
| All | +1,028.0% | +1,226.6% | -198.6% | +269.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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