+90.0%
WFC vs AXON
+78.3%
+11.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.6% | +0.3% |
| 7D | +1.7% | -19.7% | +21.5% | +4.1% |
| 30D | +6.8% | -25.7% | +32.5% | +10.3% |
| 3M | -3.0% | -48.8% | +45.8% | +4.4% |
| 6M | +15.4% | -22.0% | +37.4% | +16.5% |
| YTD | -5.9% | -45.9% | +40.0% | -1.0% |
| 1Y | +1.7% | -46.1% | +47.7% | +7.0% |
| 3Y | +124.9% | +40.9% | +84.0% | +93.4% |
| All | +90.0% | +78.3% | +11.7% | +43.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling