+200.4%
WELL vs AKAM
-0.2%
+200.6%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.4% |
| 7D | -1.3% | -0.8% | -0.5% | -1.3% |
| 30D | +0.5% | -4.5% | +5.0% | +0.6% |
| 3M | +19.1% | -25.6% | +44.6% | +19.9% |
| 6M | +17.0% | +5.7% | +11.2% | +15.7% |
| YTD | +29.2% | +21.0% | +8.2% | +26.3% |
| 1Y | +42.1% | +33.9% | +8.3% | +37.8% |
| All | +200.4% | -0.2% | +200.6% | +153.0% |
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