+1,472.1%
AXTI vs NWSA
+149.4%
+1,322.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | +5.1% | -2.8% | +7.9% | +6.4% |
| 30D | -17.5% | +3.0% | -20.5% | -19.1% |
| 3M | -26.7% | +12.3% | -39.0% | -33.5% |
| 6M | +36.8% | +21.9% | +14.9% | +17.6% |
| YTD | +296.1% | +13.6% | +282.6% | +249.9% |
| 1Y | +1,810.6% | +0.5% | +1,810.1% | +1,709.7% |
| 3Y | +2,587.6% | +43.8% | +2,543.8% | +1,974.2% |
| 5Y | +601.7% | +41.2% | +560.6% | +438.8% |
| All | +1,472.1% | +149.4% | +1,322.7% | +793.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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