-41.2%
AKAM vs WAB
+3,844.6%
-3,885.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -8.7% |
| 3M | -31.8% | +0.1% | -31.9% | -31.9% |
| 6M | -47.0% | +12.8% | -59.8% | -50.3% |
| YTD | -2.1% | +40.1% | -42.2% | -17.5% |
| 1Y | -3.7% | +46.4% | -50.1% | -20.5% |
| 3Y | -23.0% | +167.4% | -190.4% | -52.6% |
| 5Y | -23.4% | +215.0% | -238.4% | -57.6% |
| 10Y | +30.5% | +269.2% | -238.7% | -44.5% |
| All | -41.2% | +3,844.6% | -3,885.8% | -94.9% |
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 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