-27.5%
AKAM vs WST
+5,618.7%
-5,646.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -0.9% |
| 7D | -2.1% | +0.7% | -2.8% | -2.4% |
| 30D | -13.9% | -3.1% | -10.8% | -12.9% |
| 3M | -33.8% | +7.2% | -41.0% | -36.1% |
| 6M | +2.2% | +36.8% | -34.6% | -11.9% |
| YTD | +20.6% | +23.8% | -3.3% | +8.3% |
| 1Y | +36.3% | +37.8% | -1.5% | +15.7% |
| 3Y | -0.1% | -15.9% | +15.8% | -6.8% |
| 5Y | -7.5% | -25.8% | +18.3% | -12.7% |
| 10Y | +90.2% | +319.6% | -229.4% | -35.8% |
| All | -27.5% | +5,618.7% | -5,646.3% | -98.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling