+128.3%
WFC vs AKAM
-2.4%
+130.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.9% | -2.9% | +1.3% |
| 7D | +0.4% | +5.4% | -4.9% | -0.3% |
| 30D | +2.5% | -5.9% | +8.3% | +3.2% |
| 3M | +10.0% | -19.6% | +29.6% | +13.0% |
| 6M | +15.1% | +8.5% | +6.6% | +9.8% |
| YTD | -2.2% | +26.9% | -29.1% | -11.1% |
| 1Y | +13.5% | +41.7% | -28.2% | -0.3% |
| 3Y | +135.2% | +5.8% | +129.4% | +115.9% |
| 5Y | +128.3% | -2.3% | +130.6% | +113.8% |
| All | +128.3% | -2.4% | +130.8% | +113.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling