-4.5%
AKAM vs WSM
+175.3%
-179.7%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.6% |
| 7D | +1.5% | -0.5% | +2.0% | +1.6% |
| 30D | -13.0% | -7.7% | -5.3% | -11.5% |
| 3M | -19.4% | +3.8% | -23.1% | -20.3% |
| 6M | +0.3% | +22.7% | -22.4% | -4.9% |
| YTD | +22.4% | +28.0% | -5.6% | +14.4% |
| 1Y | +34.8% | +12.7% | +22.1% | +29.6% |
| 3Y | +1.9% | +231.3% | -229.3% | -25.2% |
| All | -4.5% | +175.3% | -179.7% | -30.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling