+0.6%
AKAM vs WM
+46.1%
-45.5%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -1.2% |
| 7D | -2.1% | -0.3% | -1.8% | -2.1% |
| 30D | -13.9% | -2.4% | -11.6% | -13.9% |
| 3M | -33.8% | +0.4% | -34.2% | -34.2% |
| 6M | +2.2% | -9.5% | +11.7% | +3.8% |
| YTD | +20.6% | +0.5% | +20.1% | +19.4% |
| 1Y | +36.3% | -1.1% | +37.4% | +35.2% |
| All | +0.6% | +46.1% | -45.5% | +0.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling