+648.4%
WFC vs AKAM
-22.4%
+670.7%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.7% | +0.5% |
| 7D | +2.5% | +2.8% | -0.3% | +2.2% |
| 30D | +7.0% | -6.9% | +13.9% | +7.7% |
| 3M | -1.8% | -31.8% | +30.1% | +2.2% |
| 6M | +18.4% | -47.0% | +65.4% | +26.2% |
| YTD | -5.6% | -2.1% | -3.5% | -7.8% |
| 1Y | +3.9% | -3.7% | +7.6% | +1.6% |
| 3Y | +126.3% | -23.0% | +149.4% | +124.7% |
| 5Y | +91.1% | -23.4% | +114.5% | +89.0% |
| 10Y | +118.5% | +30.5% | +88.1% | +100.4% |
| All | +648.4% | -22.4% | +670.7% | +389.1% |
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