+36.3%
AKAM vs WSM
+19.9%
+16.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.1% | -3.3% | -1.5% |
| 7D | -2.1% | -3.3% | +1.2% | -1.7% |
| 30D | -13.9% | -8.4% | -5.6% | -13.0% |
| 3M | -33.8% | +9.7% | -43.5% | -35.2% |
| 6M | +2.2% | +16.7% | -14.5% | -1.4% |
| YTD | +20.6% | +28.7% | -8.1% | +11.0% |
| 1Y | +36.3% | +13.7% | +22.7% | +30.0% |
| All | +36.3% | +19.9% | +16.4% | +30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 1y: compounded portfolio wealth divided by compounded WSM 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…
1y analysis · Full analysis span regression · 6 months rolling