+76.4%
AXON vs WST
+16.9%
+59.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -4.0% | -5.8% | -9.4% |
| 7D | -12.7% | -5.8% | -6.9% | -12.1% |
| 30D | -8.6% | +5.3% | -13.9% | -9.0% |
| 3M | -37.2% | +11.8% | -49.0% | -37.8% |
| 6M | +0.5% | +26.7% | -26.2% | -1.5% |
| YTD | -32.6% | +43.0% | -75.6% | -34.8% |
| 1Y | -40.2% | +38.9% | -79.0% | -42.0% |
| All | +76.4% | +16.9% | +59.5% | +51.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling