+129.3%
WFC vs AXON
+179.8%
-50.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.2% | +5.1% | +1.4% |
| 7D | +3.8% | -14.2% | +17.9% | +5.6% |
| 30D | +1.5% | -15.4% | +16.9% | +3.1% |
| 3M | +10.9% | +0.5% | +10.4% | +9.8% |
| 6M | +8.4% | -9.5% | +17.9% | +8.5% |
| YTD | -1.9% | -9.2% | +7.3% | -2.4% |
| 1Y | +12.3% | -29.4% | +41.7% | +15.3% |
| 3Y | +132.3% | +139.4% | -7.1% | +90.4% |
| All | +129.3% | +179.8% | -50.5% | +66.8% |
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