+111.5%
WDAY vs AKAM
+104.5%
+7.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.8% | +0.5% |
| 7D | -10.5% | +0.6% | -11.1% | -10.8% |
| 30D | +2.1% | -8.2% | +10.3% | +4.5% |
| 3M | +34.6% | -17.6% | +52.2% | +41.1% |
| 6M | +29.9% | +2.5% | +27.4% | +20.3% |
| YTD | -13.8% | +22.8% | -36.6% | -26.9% |
| 1Y | -18.3% | +39.6% | -57.9% | -34.8% |
| 3Y | -26.2% | +2.3% | -28.5% | -35.8% |
| 5Y | -30.8% | -4.3% | -26.5% | -38.8% |
| All | +111.5% | +104.5% | +7.0% | +40.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling