+209.7%
WELL vs AXON
+140.4%
+69.3%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.2% | +2.1% | -1.9% |
| 7D | -0.8% | -14.2% | +13.4% | -0.4% |
| 30D | -0.1% | -15.4% | +15.3% | +0.3% |
| 3M | +18.0% | +0.5% | +17.5% | +17.6% |
| 6M | +15.0% | -9.5% | +24.5% | +15.4% |
| YTD | +28.6% | -9.2% | +37.8% | +29.0% |
| 1Y | +42.9% | -29.4% | +72.3% | +45.8% |
| All | +209.7% | +140.4% | +69.3% | +140.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling