+30.5%
AKAM vs WAT
+222.4%
-191.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.2% |
| 7D | +2.8% | +0.6% | +2.2% | +2.5% |
| 30D | -6.9% | +5.4% | -12.3% | -8.3% |
| 3M | -31.8% | +11.3% | -43.1% | -34.1% |
| 6M | -47.0% | +37.4% | -84.4% | -52.2% |
| YTD | -2.1% | +21.2% | -23.3% | -9.2% |
| 1Y | -3.7% | +21.3% | -25.0% | -10.7% |
| 3Y | -23.0% | +83.4% | -106.4% | -39.8% |
| 5Y | -23.4% | +29.0% | -52.4% | -33.8% |
| All | +30.5% | +222.4% | -191.9% | -21.0% |
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