+32.4%
AKAM vs WM
+332.5%
-300.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.2% | +2.3% | +3.2% |
| 7D | +0.9% | +0.8% | +0.1% | +0.6% |
| 30D | -14.7% | +13.8% | -28.5% | -18.4% |
| 3M | -25.7% | +6.4% | -32.1% | -27.5% |
| 6M | -43.4% | +13.2% | -56.6% | -46.3% |
| YTD | -0.7% | +10.8% | -11.4% | -5.6% |
| 1Y | -4.3% | +20.2% | -24.5% | -12.2% |
| 3Y | -21.7% | +46.5% | -68.2% | -35.1% |
| 5Y | -20.7% | +61.3% | -82.0% | -37.8% |
| 10Y | +32.4% | +324.8% | -292.3% | -35.9% |
| All | +32.4% | +332.5% | -300.1% | -35.9% |
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