-23.7%
AKAM vs WSM
+2,655.2%
-2,679.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.1% | +5.0% | +4.9% |
| 7D | +5.4% | +2.6% | +2.8% | +4.5% |
| 30D | -5.9% | -9.3% | +3.4% | -3.0% |
| 3M | -19.6% | +7.1% | -26.7% | -21.8% |
| 6M | +8.5% | +21.7% | -13.3% | +0.8% |
| YTD | +26.9% | +28.7% | -1.8% | +15.2% |
| 1Y | +41.7% | +13.9% | +27.8% | +33.5% |
| 3Y | +5.8% | +232.2% | -226.4% | -33.8% |
| 5Y | -2.3% | +176.4% | -178.7% | -38.7% |
| 10Y | +111.0% | +1,072.4% | -961.5% | -32.9% |
| All | -23.7% | +2,655.2% | -2,679.0% | -88.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling