+24.9%
AKAM vs WM
+339.4%
-314.5%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -2.1% | +8.8% | +7.4% |
| 7D | -10.4% | +1.2% | -11.6% | -10.9% |
| 30D | -20.6% | +13.1% | -33.6% | -23.9% |
| 3M | -29.9% | +3.6% | -33.5% | -31.0% |
| 6M | -31.9% | +8.1% | -40.0% | -34.6% |
| YTD | -4.8% | +8.9% | -13.7% | -9.1% |
| 1Y | +13.8% | +20.3% | -6.5% | +4.3% |
| 3Y | -23.4% | +46.2% | -69.5% | -36.5% |
| 5Y | -22.6% | +59.9% | -82.4% | -39.1% |
| All | +24.9% | +339.4% | -314.5% | -38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 10y: compounded portfolio wealth divided by compounded WM 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…
10y analysis · Full analysis span regression · 6 months rolling