+111.9%
AKAM vs WU
-21.6%
+133.6%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.5% | +2.9% | +1.5% |
| 7D | -0.8% | -0.8% | +0.1% | -0.5% |
| 30D | -4.5% | -1.1% | -3.3% | -4.2% |
| 3M | -25.6% | -1.8% | -23.7% | -26.6% |
| 6M | +5.7% | -23.9% | +29.6% | +16.4% |
| YTD | +21.0% | -20.4% | +41.4% | +30.1% |
| 1Y | +33.9% | -10.6% | +44.5% | +34.9% |
| 3Y | +0.9% | -27.7% | +28.6% | +9.7% |
| 5Y | -6.9% | -51.1% | +44.3% | +17.3% |
| 10Y | +97.4% | -40.7% | +138.1% | +110.7% |
| All | +111.9% | -21.6% | +133.6% | +76.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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