-24.0%
AKAM vs WST
-2.2%
-21.8%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.9% | +4.9% | +6.4% |
| 7D | -10.4% | -3.1% | -7.3% | -9.8% |
| 30D | -20.6% | +9.1% | -29.7% | -21.7% |
| 3M | -29.9% | +14.7% | -44.6% | -31.6% |
| 6M | -31.9% | +28.0% | -59.9% | -34.9% |
| YTD | -4.8% | +45.6% | -50.4% | -11.5% |
| 1Y | +13.8% | +45.7% | -31.8% | +5.7% |
| 3Y | -23.4% | +21.1% | -44.5% | -30.1% |
| All | -24.0% | -2.2% | -21.8% | -27.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling