+101.8%
AKAM vs WAT
+166.5%
-64.7%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.5% | -3.0% |
| 7D | +0.6% | -2.9% | +3.5% | +1.5% |
| 30D | -8.2% | -3.2% | -5.0% | -7.3% |
| 3M | -17.6% | +10.6% | -28.2% | -20.3% |
| 6M | +2.5% | +34.0% | -31.5% | -7.1% |
| YTD | +22.8% | +5.7% | +17.0% | +18.9% |
| 1Y | +39.6% | +37.1% | +2.5% | +24.2% |
| 3Y | +2.3% | +52.4% | -50.0% | -14.9% |
| 5Y | -4.3% | -4.4% | +0.1% | -8.5% |
| All | +101.8% | +166.5% | -64.7% | +33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 10y: compounded portfolio wealth divided by compounded WAT 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…
10y analysis · Full analysis span regression · 6 months rolling