+296.4%
WBD vs AKAM
+660.3%
-364.0%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.8% | -0.6% |
| 7D | -0.7% | -0.8% | +0.1% | -0.5% |
| 30D | +5.0% | -4.5% | +9.5% | +5.9% |
| 3M | +6.2% | -25.6% | +31.8% | +13.2% |
| 6M | +0.6% | +5.7% | -5.1% | -4.6% |
| YTD | -2.4% | +21.0% | -23.5% | -11.7% |
| 1Y | +127.7% | +33.9% | +93.8% | +99.4% |
| 3Y | +148.4% | +0.9% | +147.5% | +131.4% |
| 5Y | +4.2% | -6.9% | +11.1% | -1.4% |
| 10Y | +10.8% | +97.4% | -86.6% | -17.6% |
| All | +296.4% | +660.3% | -364.0% | +88.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AKAM.
Daily Out/Under-Performance
Portfolio return minus AKAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AKAM 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 AKAM 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