+1,394.6%
WDC vs AKAM
+4.6%
+1,390.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.9% | -3.8% | -0.5% |
| 7D | +7.5% | +5.4% | +2.1% | +5.6% |
| 30D | +10.1% | -5.9% | +15.9% | +12.3% |
| 3M | -6.8% | -19.6% | +12.8% | -0.6% |
| 6M | +84.1% | +8.5% | +75.7% | +79.1% |
| YTD | +180.3% | +26.9% | +153.3% | +156.7% |
| 1Y | +411.1% | +41.7% | +369.4% | +350.1% |
| All | +1,394.6% | +4.6% | +1,390.0% | +1,176.6% |
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