+116.1%
EWT vs AXON
+72.9%
+43.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -1.0% |
| 7D | -3.7% | -27.4% | +23.7% | +0.2% |
| 30D | -17.2% | -28.5% | +11.3% | -13.8% |
| 3M | -7.3% | -49.3% | +41.9% | +0.5% |
| 6M | -1.5% | -25.0% | +23.5% | +0.1% |
| YTD | +49.0% | -46.7% | +95.8% | +57.7% |
| 1Y | +50.6% | -48.3% | +98.9% | +60.0% |
| 3Y | +148.9% | +38.8% | +110.1% | +113.5% |
| 5Y | +116.1% | +77.7% | +38.4% | +64.8% |
| All | +116.1% | +72.9% | +43.2% | +64.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling