+32.3%
AKAM vs W
+211.1%
-178.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.6% | +2.4% | +0.2% |
| 7D | +11.2% | -1.7% | +12.9% | +11.3% |
| 30D | -13.4% | +3.2% | -16.6% | -13.8% |
| 3M | -29.5% | +8.3% | -37.8% | -30.3% |
| 6M | -42.1% | +84.3% | -126.4% | -46.9% |
| YTD | -0.8% | +11.0% | -11.8% | -4.3% |
| 1Y | -3.9% | -0.2% | -3.7% | -6.3% |
| 3Y | -21.9% | +157.9% | -179.8% | -35.2% |
| 5Y | -22.4% | -56.8% | +34.4% | -28.3% |
| All | +32.3% | +211.1% | -178.9% | -9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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