+331.1%
WELL vs AXON
+1,854.8%
-1,523.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.2% | +2.1% | -1.5% |
| 7D | -0.8% | -14.2% | +13.4% | +1.1% |
| 30D | -0.1% | -15.4% | +15.3% | +1.6% |
| 3M | +18.0% | +0.5% | +17.5% | +16.6% |
| 6M | +15.0% | -9.5% | +24.5% | +14.5% |
| YTD | +28.6% | -9.2% | +37.8% | +27.2% |
| 1Y | +42.9% | -29.4% | +72.3% | +46.2% |
| 3Y | +203.0% | +139.4% | +63.6% | +141.0% |
| 5Y | +206.9% | +178.9% | +28.0% | +129.0% |
| All | +331.1% | +1,854.8% | -1,523.7% | +137.2% |
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