+101.1%
AKAM vs GWW
+570.2%
-469.0%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.5% |
| 7D | +1.5% | -3.4% | +4.9% | +2.5% |
| 30D | -13.0% | -1.9% | -11.1% | -12.6% |
| 3M | -19.4% | -2.4% | -17.0% | -19.1% |
| 6M | +0.3% | +15.7% | -15.4% | -4.6% |
| YTD | +22.4% | +27.6% | -5.2% | +12.1% |
| 1Y | +34.8% | +27.2% | +7.6% | +23.5% |
| 3Y | +1.9% | +89.7% | -87.7% | -17.5% |
| 5Y | -4.6% | +223.9% | -228.5% | -34.8% |
| All | +101.1% | +570.2% | -469.0% | +9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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