+4.2%
WBD vs AXON
+177.9%
-173.7%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | -0.1% |
| 7D | -0.7% | -2.5% | +1.8% | -0.4% |
| 30D | +5.0% | -11.5% | +16.5% | +6.7% |
| 3M | +6.2% | +7.3% | -1.1% | +3.3% |
| 6M | +0.6% | -11.9% | +12.6% | +0.8% |
| YTD | -2.4% | -11.0% | +8.6% | -3.1% |
| 1Y | +127.7% | -31.8% | +159.4% | +137.6% |
| 3Y | +148.4% | +135.4% | +13.0% | +83.5% |
| 5Y | +4.2% | +176.9% | -172.6% | -41.6% |
| All | +4.2% | +177.9% | -173.7% | -41.6% |
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 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