+770.0%
WDC vs AKAM
-22.7%
+792.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -1.3% | -3.7% | -4.5% |
| 7D | +12.1% | +2.8% | +9.3% | +10.9% |
| 30D | -18.8% | -6.9% | -11.9% | -16.4% |
| 3M | -39.3% | -31.8% | -7.5% | -31.4% |
| 6M | -40.1% | -47.0% | +6.9% | -27.7% |
| YTD | +71.8% | -2.1% | +73.9% | +71.7% |
| 1Y | +88.5% | -3.7% | +92.2% | +88.9% |
| 3Y | +770.0% | -23.0% | +793.0% | +765.6% |
| All | +770.0% | -22.7% | +792.7% | +765.6% |
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