+291.5%
WDAY vs AKAM
+127.8%
+163.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.1% | -0.2% |
| 7D | -4.8% | +11.2% | -16.0% | -8.1% |
| 30D | +2.5% | -13.4% | +15.9% | +6.3% |
| 3M | +8.8% | -29.5% | +38.3% | +19.5% |
| 6M | +60.7% | -42.1% | +102.8% | +85.3% |
| YTD | -11.2% | -0.8% | -10.4% | -20.3% |
| 1Y | -15.6% | -3.9% | -11.7% | -23.3% |
| 3Y | -17.1% | -21.9% | +4.7% | -21.8% |
| 5Y | -35.7% | -22.4% | -13.3% | -39.6% |
| 10Y | +130.4% | +32.3% | +98.2% | +70.9% |
| All | +291.5% | +127.8% | +163.7% | +154.9% |
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 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