+0.5%
AKAM vs WST
-15.0%
+15.5%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.1% |
| 7D | -2.1% | +0.7% | -2.8% | -2.2% |
| 30D | -13.9% | -3.1% | -10.8% | -13.6% |
| 3M | -33.8% | +7.2% | -41.0% | -34.5% |
| 6M | +2.2% | +36.8% | -34.6% | -2.1% |
| YTD | +20.6% | +23.8% | -3.3% | +16.6% |
| 1Y | +36.3% | +37.8% | -1.5% | +30.0% |
| All | +0.5% | -15.0% | +15.5% | -2.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling