+34.8%
AKAM vs WSM
+12.7%
+22.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.5% |
| 7D | +1.5% | -0.5% | +2.0% | +1.6% |
| 30D | -13.0% | -7.7% | -5.3% | -12.1% |
| 3M | -19.4% | +3.8% | -23.1% | -20.2% |
| 6M | +0.3% | +22.7% | -22.4% | -4.3% |
| YTD | +22.4% | +28.0% | -5.6% | +12.8% |
| 1Y | +34.8% | +12.7% | +22.1% | +28.8% |
| All | +34.8% | +12.7% | +22.1% | +28.8% |
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