-41.2%
AKAM vs WEC
+2,427.3%
-2,468.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.3% | -1.7% |
| 7D | +2.8% | +2.3% | +0.5% | +1.9% |
| 30D | -6.9% | +11.1% | -17.9% | -10.5% |
| 3M | -31.8% | +8.4% | -40.3% | -34.0% |
| 6M | -47.0% | +7.5% | -54.5% | -48.7% |
| YTD | -2.1% | +15.3% | -17.5% | -7.9% |
| 1Y | -3.7% | +9.7% | -13.4% | -7.7% |
| 3Y | -23.0% | +64.7% | -87.7% | -37.2% |
| 5Y | -23.4% | +57.3% | -80.7% | -37.1% |
| 10Y | +30.5% | +195.9% | -165.4% | -18.4% |
| All | -41.2% | +2,427.3% | -2,468.5% | -69.1% |
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 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