+1,046.6%
AXON vs WSM
+1,131.4%
-84.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.5% | +1.2% | +2.2% |
| 7D | +0.8% | 0.0% | +0.8% | +0.7% |
| 30D | -22.8% | +5.1% | -27.9% | -23.9% |
| 3M | -48.8% | +5.1% | -53.9% | -49.5% |
| 6M | -16.3% | +48.6% | -64.9% | -26.2% |
| YTD | -44.5% | +44.2% | -88.6% | -50.8% |
| 1Y | -43.4% | +38.1% | -81.5% | -49.2% |
| 3Y | +44.3% | +257.2% | -213.0% | -13.6% |
| 5Y | +85.1% | +165.1% | -80.0% | +18.2% |
| All | +1,046.6% | +1,131.4% | -84.8% | +281.4% |
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