+1,786.0%
AXON vs WY
+7.2%
+1,778.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.7% | +0.4% | -1.1% |
| 7D | -11.0% | -3.7% | -7.3% | -9.6% |
| 30D | -24.7% | -11.3% | -13.4% | -20.8% |
| 3M | +7.0% | -8.1% | +15.1% | +10.4% |
| 6M | -9.6% | -7.4% | -2.2% | -7.5% |
| YTD | -15.7% | -4.7% | -11.0% | -15.2% |
| 1Y | -35.9% | -9.2% | -26.7% | -34.4% |
| 3Y | +123.0% | -24.7% | +147.7% | +142.2% |
| 5Y | +166.3% | -21.6% | +187.9% | +182.3% |
| All | +1,786.0% | +7.2% | +1,778.8% | +1,522.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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