+1,046.6%
AXON vs WST
+456.5%
+590.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.2% | +1.5% | +2.4% |
| 7D | +0.8% | +4.2% | -3.4% | -0.4% |
| 30D | -22.8% | +11.2% | -34.0% | -25.0% |
| 3M | -48.8% | +20.4% | -69.1% | -51.4% |
| 6M | -16.3% | +37.9% | -54.2% | -23.7% |
| YTD | -44.5% | +51.8% | -96.3% | -51.0% |
| 1Y | -43.4% | +56.6% | -100.0% | -50.6% |
| 3Y | +44.3% | +24.2% | +20.0% | +23.1% |
| 5Y | +85.1% | +0.7% | +84.4% | +70.2% |
| All | +1,046.6% | +456.5% | +590.1% | +457.8% |
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