+142.7%
WFC vs AKAM
+104.5%
+38.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.3% | +3.0% | +0.3% |
| 7D | +0.3% | +0.6% | -0.3% | +0.2% |
| 30D | +2.3% | -8.2% | +10.5% | +3.7% |
| 3M | +9.8% | -17.6% | +27.3% | +12.9% |
| 6M | +15.6% | +2.5% | +13.0% | +11.1% |
| YTD | -2.4% | +22.8% | -25.2% | -11.1% |
| 1Y | +13.8% | +39.6% | -25.8% | 0.0% |
| 3Y | +134.6% | +2.3% | +132.3% | +116.8% |
| 5Y | +127.9% | -4.3% | +132.2% | +110.4% |
| All | +142.7% | +104.5% | +38.2% | +78.9% |
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