-27.5%
AKAM vs WAT
+1,459.5%
-1,487.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.8% |
| 7D | -2.1% | -1.3% | -0.8% | -1.6% |
| 30D | -13.9% | +2.3% | -16.3% | -14.8% |
| 3M | -33.8% | +8.7% | -42.6% | -36.4% |
| 6M | +2.2% | +28.3% | -26.1% | -9.6% |
| YTD | +20.6% | +7.8% | +12.8% | +14.1% |
| 1Y | +36.3% | +36.6% | -0.3% | +15.7% |
| 3Y | -0.1% | +45.7% | -45.8% | -21.8% |
| 5Y | -7.5% | -3.3% | -4.2% | -15.7% |
| 10Y | +90.2% | +162.1% | -71.9% | +2.0% |
| All | -27.5% | +1,459.5% | -1,487.1% | -83.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling