+30.5%
AKAM vs WAB
+266.7%
-236.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.1% |
| 7D | +2.8% | +5.1% | -2.3% | +1.6% |
| 30D | -6.9% | +4.0% | -10.9% | -7.7% |
| 3M | -31.8% | +0.1% | -31.9% | -31.9% |
| 6M | -47.0% | +12.8% | -59.8% | -48.5% |
| YTD | -2.1% | +40.1% | -42.2% | -9.6% |
| 1Y | -3.7% | +46.4% | -50.1% | -11.9% |
| 3Y | -23.0% | +167.4% | -190.4% | -37.1% |
| 5Y | -23.4% | +215.0% | -238.4% | -39.6% |
| All | +30.5% | +266.7% | -236.2% | -6.9% |
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