+1,786.0%
AXON vs WSM
+1,058.9%
+727.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.7% | -0.6% | -1.7% |
| 7D | -11.0% | +0.4% | -11.5% | -11.2% |
| 30D | -24.7% | -10.7% | -14.0% | -21.9% |
| 3M | +7.0% | +8.5% | -1.5% | +4.3% |
| 6M | -9.6% | +19.6% | -29.3% | -14.9% |
| YTD | -15.7% | +26.6% | -42.3% | -22.3% |
| 1Y | -35.9% | +12.0% | -47.9% | -38.8% |
| 3Y | +123.0% | +226.6% | -103.6% | +35.8% |
| 5Y | +166.3% | +174.1% | -7.8% | +66.1% |
| All | +1,786.0% | +1,058.9% | +727.1% | +480.5% |
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