+762.7%
AXTI vs WM
+330.8%
+431.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.1% | -3.8% | -3.9% |
| 7D | +7.6% | +3.2% | +4.4% | +7.6% |
| 30D | -32.1% | +13.0% | -45.1% | -32.6% |
| 3M | -46.0% | +9.2% | -55.2% | -46.3% |
| 6M | -65.7% | +13.6% | -79.3% | -66.6% |
| YTD | +155.9% | +12.4% | +143.5% | +146.0% |
| 1Y | +300.8% | +21.2% | +279.5% | +273.5% |
| 3Y | +1,981.6% | +48.7% | +1,932.9% | +1,637.7% |
| 5Y | +359.3% | +61.9% | +297.4% | +260.3% |
| All | +762.7% | +330.8% | +431.9% | +198.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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