+116.6%
AXON vs WWD
+161.2%
-44.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -6.0% | -3.8% | -7.5% |
| 7D | -12.7% | -2.6% | -10.1% | -11.8% |
| 30D | -8.6% | -7.7% | -0.9% | -5.9% |
| 3M | -37.2% | -17.7% | -19.5% | -32.5% |
| 6M | +0.5% | -15.9% | +16.4% | +5.5% |
| YTD | -32.6% | +1.8% | -34.4% | -35.9% |
| 1Y | -40.2% | +17.4% | -57.6% | -46.9% |
| 3Y | +76.1% | +137.1% | -61.0% | +9.4% |
| All | +116.6% | +161.2% | -44.6% | +20.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling