+1,874.2%
AXON vs WST
+322.7%
+1,551.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.8% | -3.4% | -4.0% |
| 7D | -14.2% | +0.7% | -14.9% | -14.3% |
| 30D | -15.4% | -3.1% | -12.2% | -14.6% |
| 3M | +0.5% | +7.2% | -6.7% | -1.5% |
| 6M | -9.5% | +36.8% | -46.3% | -17.4% |
| YTD | -9.2% | +23.8% | -33.1% | -15.0% |
| 1Y | -29.4% | +37.8% | -67.1% | -36.2% |
| 3Y | +139.4% | -15.9% | +155.3% | +134.8% |
| 5Y | +178.9% | -25.8% | +204.7% | +182.5% |
| All | +1,874.2% | +322.7% | +1,551.6% | +1,002.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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