-27.5%
AKAM vs WEC
+2,158.2%
-2,185.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.0% |
| 7D | -2.1% | -0.3% | -1.8% | -2.0% |
| 30D | -13.9% | -1.3% | -12.7% | -13.6% |
| 3M | -33.8% | -3.9% | -29.9% | -33.1% |
| 6M | +2.2% | -8.3% | +10.5% | +4.8% |
| YTD | +20.6% | +3.1% | +17.5% | +18.5% |
| 1Y | +36.3% | +1.9% | +34.4% | +34.3% |
| 3Y | -0.1% | +41.9% | -42.0% | -13.9% |
| 5Y | -7.5% | +30.8% | -38.3% | -18.7% |
| 10Y | +90.2% | +141.9% | -51.8% | +28.3% |
| All | -27.5% | +2,158.2% | -2,185.8% | -60.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling