+125.4%
WDAY vs AXON
+1,304.2%
-1,178.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -18.2% | +14.6% | +1.5% |
| 7D | -2.5% | -26.8% | +24.3% | +5.8% |
| 30D | +4.7% | -22.9% | +27.6% | +11.8% |
| 3M | +13.3% | -40.1% | +53.4% | +29.2% |
| 6M | +57.3% | -18.9% | +76.2% | +63.4% |
| YTD | -10.2% | -44.9% | +34.7% | +2.4% |
| 1Y | -14.1% | -46.7% | +32.6% | -1.3% |
| 3Y | -11.7% | +44.3% | -56.0% | -29.1% |
| 5Y | -33.5% | +71.4% | -104.8% | -52.0% |
| All | +125.4% | +1,304.2% | -1,178.8% | +17.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling