-23.7%
AKAM vs GWW
+4,585.0%
-4,608.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.8% | +5.7% | +5.3% |
| 7D | +5.4% | -0.5% | +5.9% | +5.6% |
| 30D | -5.9% | -1.4% | -4.4% | -5.2% |
| 3M | -19.6% | -3.6% | -16.0% | -18.5% |
| 6M | +8.5% | +15.1% | -6.7% | -0.9% |
| YTD | +26.9% | +27.5% | -0.5% | +8.5% |
| 1Y | +41.7% | +29.6% | +12.1% | +19.7% |
| 3Y | +5.8% | +90.1% | -84.3% | -29.1% |
| 5Y | -2.3% | +222.6% | -224.9% | -53.4% |
| 10Y | +111.0% | +566.5% | -455.6% | -45.3% |
| All | -23.7% | +4,585.0% | -4,608.7% | -94.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling