+111.0%
AKAM vs WST
+325.7%
-214.7%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.2% | +5.1% | +4.9% |
| 7D | +5.4% | -1.7% | +7.0% | +5.8% |
| 30D | -5.9% | -4.3% | -1.6% | -4.9% |
| 3M | -19.6% | +0.7% | -20.4% | -20.0% |
| 6M | +8.5% | +36.0% | -27.6% | -0.4% |
| YTD | +26.9% | +22.7% | +4.2% | +19.5% |
| 1Y | +41.7% | +34.1% | +7.6% | +29.7% |
| 3Y | +5.8% | -13.6% | +19.4% | +2.6% |
| 5Y | -2.3% | -26.0% | +23.7% | -2.1% |
| 10Y | +111.0% | +335.8% | -224.8% | +13.7% |
| All | +111.0% | +325.7% | -214.7% | +13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 10y: compounded portfolio wealth divided by compounded WST 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…
10y analysis · Full analysis span regression · 6 months rolling