-27.3%
AKAM vs WAB
+3,665.8%
-3,693.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.1% |
| 7D | -0.8% | +1.7% | -2.5% | -1.6% |
| 30D | -4.5% | -2.4% | -2.0% | -3.4% |
| 3M | -25.6% | +9.7% | -35.2% | -29.2% |
| 6M | +5.7% | +16.5% | -10.8% | -2.5% |
| YTD | +21.0% | +33.7% | -12.7% | +4.4% |
| 1Y | +33.9% | +49.7% | -15.8% | +9.3% |
| 3Y | +0.9% | +170.9% | -170.0% | -38.3% |
| 5Y | -6.9% | +228.0% | -234.9% | -49.5% |
| 10Y | +97.4% | +284.8% | -187.4% | -18.7% |
| All | -27.3% | +3,665.8% | -3,693.0% | -93.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded WAB 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling