+1,016.4%
AXON vs WY
+3.3%
+1,013.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.9% | -1.7% | -2.2% |
| 7D | -19.7% | -5.4% | -14.3% | -17.6% |
| 30D | -25.7% | +7.9% | -33.6% | -28.0% |
| 3M | -48.8% | -16.6% | -32.2% | -44.7% |
| 6M | -22.0% | -11.2% | -10.8% | -18.6% |
| YTD | -45.9% | -11.3% | -34.6% | -44.0% |
| 1Y | -46.1% | -5.5% | -40.5% | -45.8% |
| 3Y | +40.9% | -25.4% | +66.3% | +53.0% |
| 5Y | +80.2% | -32.4% | +112.6% | +104.6% |
| All | +1,016.4% | +3.3% | +1,013.1% | +890.1% |
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