+142.9%
WFC vs AXON
+1,304.2%
-1,161.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -18.2% | +17.8% | +2.2% |
| 7D | +1.2% | -26.8% | +28.1% | +5.6% |
| 30D | +5.2% | -22.9% | +28.1% | +8.8% |
| 3M | -3.0% | -40.1% | +37.0% | +3.4% |
| 6M | +6.2% | -18.9% | +25.1% | +7.0% |
| YTD | -7.9% | -44.9% | +37.0% | -2.4% |
| 1Y | +0.3% | -46.7% | +47.0% | +6.7% |
| 3Y | +117.7% | +44.3% | +73.4% | +87.6% |
| 5Y | +88.4% | +71.4% | +17.0% | +51.9% |
| All | +142.9% | +1,304.2% | -1,161.3% | +18.9% |
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