-23.0%
AKAM vs WEC
+64.2%
-87.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.3% | -1.4% |
| 7D | +2.8% | +2.3% | +0.5% | +2.7% |
| 30D | -6.9% | +11.1% | -17.9% | -7.7% |
| 3M | -31.8% | +8.4% | -40.3% | -32.3% |
| 6M | -47.0% | +7.5% | -54.5% | -47.5% |
| YTD | -2.1% | +15.3% | -17.5% | -4.4% |
| 1Y | -3.7% | +9.7% | -13.4% | -5.0% |
| 3Y | -23.0% | +64.7% | -87.7% | -28.1% |
| All | -23.0% | +64.2% | -87.3% | -28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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