+1,188.5%
WDC vs AKAM
+103.9%
+1,084.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.7% | -2.9% |
| 7D | -4.3% | +1.5% | -5.8% | -4.9% |
| 30D | -1.5% | -13.0% | +11.5% | +4.0% |
| 3M | -15.5% | -19.4% | +3.9% | -8.3% |
| 6M | +66.5% | +0.3% | +66.2% | +62.4% |
| YTD | +159.9% | +22.4% | +137.5% | +131.2% |
| 1Y | +366.0% | +34.8% | +331.1% | +294.4% |
| 3Y | +1,285.8% | +1.9% | +1,283.9% | +1,166.7% |
| 5Y | +925.6% | -4.6% | +930.2% | +849.1% |
| All | +1,188.5% | +103.9% | +1,084.7% | +765.7% |
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 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