+2.3%
AKAM vs WAB
+164.6%
-162.3%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.1% | -3.2% | -3.2% |
| 7D | +0.6% | -0.2% | +0.8% | +0.6% |
| 30D | -8.2% | -5.9% | -2.3% | -5.7% |
| 3M | -17.6% | +9.4% | -26.9% | -21.5% |
| 6M | +2.5% | +13.8% | -11.3% | -4.5% |
| YTD | +22.8% | +31.8% | -9.0% | +5.8% |
| 1Y | +39.6% | +48.5% | -8.9% | +12.8% |
| All | +2.3% | +164.6% | -162.3% | -31.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling