+182.3%
AXON vs WSM
+179.2%
+3.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +2.1% | -6.3% | -4.8% |
| 7D | -14.2% | -3.3% | -10.9% | -13.3% |
| 30D | -15.4% | -8.4% | -7.0% | -13.1% |
| 3M | +0.5% | +9.7% | -9.2% | -2.1% |
| 6M | -9.5% | +16.7% | -26.2% | -13.6% |
| YTD | -9.2% | +28.7% | -37.9% | -16.0% |
| 1Y | -29.4% | +13.7% | -43.0% | -32.4% |
| 3Y | +139.4% | +230.1% | -90.7% | +45.5% |
| All | +182.3% | +179.2% | +3.1% | +83.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling