+302.1%
WDAY vs AKAM
+177.0%
+125.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.2% | -4.2% | -5.0% |
| 7D | -4.4% | -2.1% | -2.3% | -3.7% |
| 30D | +14.7% | -13.9% | +28.7% | +19.9% |
| 3M | +32.4% | -33.8% | +66.2% | +49.7% |
| 6M | +36.9% | +2.2% | +34.7% | +27.0% |
| YTD | -8.8% | +20.6% | -29.4% | -21.7% |
| 1Y | -15.3% | +36.3% | -51.6% | -31.3% |
| 3Y | -21.2% | -0.1% | -21.1% | -30.4% |
| 5Y | -29.5% | -7.5% | -22.0% | -36.3% |
| 10Y | +120.0% | +90.2% | +29.9% | +46.2% |
| All | +302.1% | +177.0% | +125.1% | +150.3% |
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