-35.7%
WDAY vs AKAM
-21.2%
-14.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.1% | -0.2% |
| 7D | -4.8% | +11.2% | -16.0% | -7.2% |
| 30D | +2.5% | -13.4% | +15.9% | +5.4% |
| 3M | +8.8% | -29.5% | +38.3% | +17.0% |
| 6M | +60.7% | -42.1% | +102.8% | +80.7% |
| YTD | -11.2% | -0.8% | -10.4% | -21.8% |
| 1Y | -15.6% | -3.9% | -11.7% | -24.7% |
| 3Y | -17.1% | -21.9% | +4.7% | -22.5% |
| 5Y | -35.7% | -22.4% | -13.3% | -40.9% |
| All | -35.7% | -21.2% | -14.5% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling