-1.1%
AKAM vs WAB
+220.4%
-221.4%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.4% | +6.3% | +5.4% |
| 7D | +5.4% | +0.2% | +5.1% | +5.2% |
| 30D | -5.9% | -4.6% | -1.3% | -4.1% |
| 3M | -19.6% | +5.6% | -25.3% | -21.8% |
| 6M | +8.5% | +13.8% | -5.3% | +2.2% |
| YTD | +26.9% | +31.9% | -4.9% | +12.1% |
| 1Y | +41.7% | +48.3% | -6.6% | +19.0% |
| 3Y | +5.8% | +167.1% | -161.3% | -27.8% |
| All | -1.1% | +220.4% | -221.4% | -38.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling