+12.5%
NWSA vs AXTX
-73.9%
+86.4%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -11.7% | +10.9% | -1.2% |
| 7D | -4.8% | +28.3% | -33.1% | -3.7% |
| 30D | +3.0% | -33.9% | +36.9% | +2.4% |
| 3M | +9.3% | -72.3% | +81.6% | +11.1% |
| All | +12.5% | -73.9% | +86.4% | +14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AXTX.
Daily Out/Under-Performance
Portfolio return minus AXTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXTX 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 all: compounded portfolio wealth divided by compounded AXTX 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…
all analysis · Full analysis span regression · Available span rolling