+1,787.9%
AXON vs WTW
+198.0%
+1,589.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -7.0% | -5.7% | -1.3% | -4.4% |
| 30D | -20.1% | -7.3% | -12.8% | -17.2% |
| 3M | +7.4% | +21.5% | -14.0% | -2.3% |
| 6M | -7.4% | +9.6% | -17.0% | -11.9% |
| YTD | -15.6% | -3.3% | -12.3% | -15.6% |
| 1Y | -36.2% | -6.1% | -30.0% | -35.4% |
| 3Y | +124.8% | +61.8% | +63.0% | +69.2% |
| 5Y | +166.6% | +42.7% | +123.9% | +112.0% |
| All | +1,787.9% | +198.0% | +1,589.9% | +906.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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