-23.0%
AKAM vs WAB
+168.8%
-191.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -0.9% |
| 7D | +2.8% | +5.1% | -2.3% | +0.3% |
| 30D | -6.9% | +4.0% | -10.9% | -8.6% |
| 3M | -31.8% | +0.1% | -31.9% | -31.9% |
| 6M | -47.0% | +12.8% | -59.8% | -50.2% |
| YTD | -2.1% | +40.1% | -42.2% | -18.5% |
| 1Y | -3.7% | +46.4% | -50.1% | -21.8% |
| 3Y | -23.0% | +167.4% | -190.4% | -51.6% |
| All | -23.0% | +168.8% | -191.9% | -51.6% |
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 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