+5,843.8%
WELL vs AKAM
-4.3%
+5,848.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -2.0% |
| 7D | -0.8% | -2.1% | +1.3% | -0.6% |
| 30D | -0.1% | -13.9% | +13.9% | +1.1% |
| 3M | +18.0% | -33.8% | +51.8% | +21.7% |
| 6M | +15.0% | +2.2% | +12.8% | +13.5% |
| YTD | +28.6% | +20.6% | +8.0% | +24.8% |
| 1Y | +42.9% | +36.3% | +6.6% | +37.0% |
| 3Y | +203.0% | -0.1% | +203.1% | +195.3% |
| 5Y | +206.9% | -7.5% | +214.4% | +199.9% |
| 10Y | +339.5% | +90.2% | +249.3% | +296.6% |
| All | +5,843.8% | -4.3% | +5,848.1% | +4,160.5% |
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