+1,046.6%
AXON vs WTW
+218.5%
+828.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.0% | +0.7% | +1.8% |
| 7D | +0.8% | +2.0% | -1.2% | -0.1% |
| 30D | -22.8% | +12.9% | -35.6% | -27.0% |
| 3M | -48.8% | +0.7% | -49.5% | -48.9% |
| 6M | -16.3% | +39.5% | -55.8% | -28.6% |
| YTD | -44.5% | +3.1% | -47.6% | -46.1% |
| 1Y | -43.4% | +4.8% | -48.2% | -45.5% |
| 3Y | +44.3% | +42.9% | +1.3% | +17.3% |
| 5Y | +85.1% | +55.3% | +29.8% | +42.2% |
| All | +1,046.6% | +218.5% | +828.1% | +571.3% |
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