-42.8%
AKAM vs WM
+2,293.3%
-2,336.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -2.1% | +8.8% | +7.9% |
| 7D | -10.4% | +1.2% | -11.6% | -11.2% |
| 30D | -20.6% | +13.1% | -33.6% | -26.2% |
| 3M | -29.9% | +3.6% | -33.5% | -31.9% |
| 6M | -31.9% | +8.1% | -40.0% | -36.3% |
| YTD | -4.8% | +8.9% | -13.7% | -11.6% |
| 1Y | +13.8% | +20.3% | -6.5% | -0.2% |
| 3Y | -23.4% | +46.2% | -69.5% | -41.3% |
| 5Y | -22.6% | +59.9% | -82.4% | -44.7% |
| 10Y | +26.3% | +345.6% | -319.3% | -53.2% |
| All | -42.8% | +2,293.3% | -2,336.1% | -90.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling