+101.1%
AKAM vs WAB
+296.8%
-195.7%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.5% |
| 7D | +1.5% | +0.1% | +1.4% | +1.4% |
| 30D | -13.0% | -4.1% | -9.0% | -12.2% |
| 3M | -19.4% | +8.2% | -27.6% | -21.0% |
| 6M | +0.3% | +15.4% | -15.1% | -3.1% |
| YTD | +22.4% | +33.1% | -10.8% | +14.5% |
| 1Y | +34.8% | +48.1% | -13.2% | +23.3% |
| 3Y | +1.9% | +167.7% | -165.8% | -16.1% |
| 5Y | -4.6% | +225.7% | -230.3% | -24.3% |
| All | +101.1% | +296.8% | -195.7% | +50.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling