+34.8%
AKAM vs WST
+35.4%
-0.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.4% |
| 7D | +1.5% | +1.8% | -0.3% | +1.2% |
| 30D | -13.0% | -1.7% | -11.3% | -12.8% |
| 3M | -19.4% | +4.9% | -24.3% | -20.3% |
| 6M | +0.3% | +45.5% | -45.2% | -7.8% |
| YTD | +22.4% | +26.1% | -3.7% | +13.5% |
| 1Y | +34.8% | +31.7% | +3.1% | +21.4% |
| All | +34.8% | +35.4% | -0.5% | +21.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling