-21.3%
AKAM vs WM
+61.9%
-83.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | +2.8% | +3.2% | -0.4% | +2.4% |
| 30D | -6.9% | +13.0% | -19.9% | -8.6% |
| 3M | -31.8% | +9.2% | -41.1% | -32.7% |
| 6M | -47.0% | +13.6% | -60.6% | -48.4% |
| YTD | -2.1% | +12.4% | -14.5% | -5.0% |
| 1Y | -3.7% | +21.2% | -24.9% | -8.8% |
| 3Y | -23.0% | +48.7% | -71.7% | -33.0% |
| All | -21.3% | +61.9% | -83.1% | -35.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling