+6,073.6%
WELL vs AKAM
-22.4%
+6,096.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | -0.1% |
| 7D | +0.1% | +2.8% | -2.7% | -0.1% |
| 30D | +5.7% | -6.9% | +12.5% | +6.1% |
| 3M | +4.6% | -31.8% | +36.5% | +7.6% |
| 6M | +11.9% | -47.0% | +58.9% | +17.0% |
| YTD | +33.6% | -2.1% | +35.7% | +31.4% |
| 1Y | +29.8% | -3.7% | +33.5% | +27.8% |
| 3Y | +202.2% | -23.0% | +225.2% | +199.9% |
| 5Y | +223.2% | -23.4% | +246.6% | +219.9% |
| 10Y | +461.7% | +30.5% | +431.2% | +421.9% |
| All | +6,073.6% | -22.4% | +6,096.0% | +4,386.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling