+349.9%
WELL vs AKAM
+104.5%
+245.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.3% | +3.2% | +0.2% |
| 7D | -2.2% | +0.6% | -2.8% | -2.3% |
| 30D | +4.7% | -8.2% | +12.9% | +5.3% |
| 3M | +11.9% | -17.6% | +29.5% | +13.3% |
| 6M | +14.3% | +2.5% | +11.8% | +12.5% |
| YTD | +28.4% | +22.8% | +5.6% | +23.5% |
| 1Y | +42.3% | +39.6% | +2.7% | +34.7% |
| 3Y | +202.6% | +2.3% | +200.2% | +191.7% |
| 5Y | +206.5% | -4.3% | +210.8% | +193.6% |
| All | +349.9% | +104.5% | +245.4% | +314.1% |
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