-27.5%
AKAM vs WWD
+10,200.7%
-10,228.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.6% |
| 7D | -2.1% | +1.3% | -3.4% | -2.6% |
| 30D | -13.9% | -7.2% | -6.8% | -11.5% |
| 3M | -33.8% | -3.8% | -30.0% | -33.4% |
| 6M | +2.2% | -9.9% | +12.1% | +4.7% |
| YTD | +20.6% | +14.8% | +5.8% | +11.3% |
| 1Y | +36.3% | +42.1% | -5.8% | +14.9% |
| 3Y | -0.1% | +170.8% | -170.9% | -36.4% |
| 5Y | -7.5% | +197.5% | -205.1% | -45.1% |
| 10Y | +90.2% | +477.8% | -387.6% | -28.7% |
| All | -27.5% | +10,200.7% | -10,228.2% | -94.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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