+170.5%
AXON vs WTW
+45.2%
+125.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.6% | +0.5% | -1.3% |
| 7D | -3.3% | -7.1% | +3.8% | +0.2% |
| 30D | -17.8% | -8.5% | -9.3% | -14.3% |
| 3M | +8.3% | +20.6% | -12.3% | -1.1% |
| 6M | -12.4% | +7.2% | -19.6% | -15.9% |
| YTD | -13.7% | -3.9% | -9.9% | -13.7% |
| 1Y | -33.1% | -3.6% | -29.5% | -33.4% |
| 3Y | +128.2% | +60.7% | +67.5% | +65.2% |
| 5Y | +170.5% | +42.2% | +128.3% | +98.4% |
| All | +170.5% | +45.2% | +125.3% | +98.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling