+97.4%
AKAM vs WM
+305.2%
-207.8%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +0.9% | +0.6% |
| 7D | -0.8% | -0.9% | +0.1% | -0.5% |
| 30D | -4.5% | -4.3% | -0.1% | -3.1% |
| 3M | -25.6% | +0.8% | -26.3% | -26.3% |
| 6M | +5.7% | -10.8% | +16.5% | +9.2% |
| YTD | +21.0% | -0.1% | +21.1% | +19.3% |
| 1Y | +33.9% | +1.0% | +32.9% | +31.1% |
| 3Y | +0.9% | +45.1% | -44.2% | -17.1% |
| 5Y | -6.9% | +52.1% | -59.0% | -26.0% |
| 10Y | +97.4% | +302.9% | -205.5% | -13.2% |
| All | +97.4% | +305.2% | -207.8% | -13.2% |
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