-27.5%
AKAM vs WAB
+3,644.7%
-3,672.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.5% |
| 7D | -2.1% | -3.2% | +1.1% | -0.6% |
| 30D | -13.9% | -4.4% | -9.5% | -12.1% |
| 3M | -33.8% | +7.9% | -41.7% | -36.5% |
| 6M | +2.2% | +8.7% | -6.5% | -2.6% |
| YTD | +20.6% | +33.0% | -12.4% | +4.3% |
| 1Y | +36.3% | +46.7% | -10.3% | +12.4% |
| 3Y | -0.1% | +153.0% | -153.1% | -37.0% |
| 5Y | -7.5% | +222.3% | -229.8% | -49.4% |
| 10Y | +90.2% | +291.0% | -200.8% | -22.5% |
| All | -27.5% | +3,644.7% | -3,672.3% | -93.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling