-26.2%
WDAY vs AKAM
+4.6%
-30.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.9% | -5.0% | -0.8% |
| 7D | -7.4% | +5.4% | -12.8% | -8.1% |
| 30D | +1.0% | -5.9% | +6.9% | +1.8% |
| 3M | +32.7% | -19.6% | +52.3% | +36.9% |
| 6M | +25.6% | +8.5% | +17.1% | +18.6% |
| YTD | -13.4% | +26.9% | -40.3% | -22.5% |
| 1Y | -19.4% | +41.7% | -61.1% | -30.4% |
| All | -26.2% | +4.6% | -30.8% | -39.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling