+2.3%
AKAM vs WSM
+226.4%
-224.2%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.7% | -1.6% | -2.9% |
| 7D | +0.6% | +0.4% | +0.2% | +0.5% |
| 30D | -8.2% | -10.7% | +2.5% | -6.1% |
| 3M | -17.6% | +8.5% | -26.1% | -19.3% |
| 6M | +2.5% | +19.6% | -17.1% | -2.0% |
| YTD | +22.8% | +26.6% | -3.8% | +15.3% |
| 1Y | +39.6% | +12.0% | +27.6% | +34.5% |
| All | +2.3% | +226.4% | -224.2% | -14.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling