+1,304.8%
AXON vs WST
+441.1%
+863.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | +1.9% | -20.1% | -18.7% |
| 7D | -26.8% | -3.1% | -23.7% | -26.2% |
| 30D | -22.9% | +9.1% | -32.0% | -24.7% |
| 3M | -40.1% | +14.7% | -54.8% | -42.4% |
| 6M | -18.9% | +28.0% | -46.9% | -24.5% |
| YTD | -44.9% | +45.6% | -90.5% | -50.8% |
| 1Y | -46.7% | +45.7% | -92.3% | -52.5% |
| 3Y | +44.3% | +21.1% | +23.2% | +23.9% |
| 5Y | +71.4% | +0.3% | +71.0% | +56.8% |
| All | +1,304.8% | +441.1% | +863.7% | +630.7% |
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