+111.7%
WFC vs AXON
+1,027.4%
-915.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.6% | +0.3% |
| 7D | +1.7% | -19.7% | +21.5% | +4.6% |
| 30D | +6.8% | -25.7% | +32.5% | +11.0% |
| 3M | -3.0% | -48.8% | +45.8% | +5.8% |
| 6M | +15.4% | -22.0% | +37.4% | +17.0% |
| YTD | -5.9% | -45.9% | +40.0% | -0.2% |
| 1Y | +1.7% | -46.1% | +47.7% | +7.8% |
| 3Y | +124.9% | +40.9% | +84.0% | +95.5% |
| 5Y | +90.5% | +80.2% | +10.3% | +53.3% |
| All | +111.7% | +1,027.4% | -915.7% | +23.6% |
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 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