+148.9%
EWT vs AXON
+40.0%
+108.9%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -1.0% |
| 7D | -3.7% | -27.4% | +23.7% | -0.5% |
| 30D | -17.2% | -28.5% | +11.3% | -14.4% |
| 3M | -7.3% | -49.3% | +41.9% | -1.1% |
| 6M | -1.5% | -25.0% | +23.5% | -0.3% |
| YTD | +49.0% | -46.7% | +95.8% | +56.1% |
| 1Y | +50.6% | -48.3% | +98.9% | +58.3% |
| 3Y | +148.9% | +38.8% | +110.1% | +115.6% |
| All | +148.9% | +40.0% | +108.9% | +115.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AXON.
Daily Out/Under-Performance
Portfolio return minus AXON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXON 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 3y: compounded portfolio wealth divided by compounded AXON 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…
3y analysis · Full analysis span regression · 6 months rolling