-23.0%
AKAM vs WAT
+82.3%
-105.4%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -8.0% |
| 3M | -31.8% | +11.3% | -43.1% | -33.6% |
| 6M | -47.0% | +37.4% | -84.4% | -51.2% |
| YTD | -2.1% | +21.2% | -23.3% | -7.9% |
| 1Y | -3.7% | +21.3% | -25.0% | -9.4% |
| 3Y | -23.0% | +83.4% | -106.4% | -31.7% |
| All | -23.0% | +82.3% | -105.4% | -31.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling