+1,304.8%
AXON vs WWD
+461.1%
+843.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | +3.4% | -21.6% | -19.5% |
| 7D | -26.8% | +4.2% | -31.0% | -28.3% |
| 30D | -22.9% | -2.1% | -20.8% | -22.6% |
| 3M | -40.1% | -13.2% | -26.9% | -37.0% |
| 6M | -18.9% | -16.9% | -2.0% | -14.3% |
| YTD | -44.9% | +5.2% | -50.1% | -48.0% |
| 1Y | -46.7% | +20.6% | -67.3% | -52.8% |
| 3Y | +44.3% | +146.3% | -102.0% | -8.1% |
| 5Y | +71.4% | +171.3% | -100.0% | +2.4% |
| All | +1,304.8% | +461.1% | +843.8% | +472.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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