+677.9%
WFC vs AKAM
-4.3%
+682.2%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.0% |
| 7D | +3.8% | -2.1% | +5.9% | +4.0% |
| 30D | +1.5% | -13.9% | +15.4% | +3.1% |
| 3M | +10.9% | -33.8% | +44.7% | +15.7% |
| 6M | +8.4% | +2.2% | +6.3% | +6.4% |
| YTD | -1.9% | +20.6% | -22.5% | -6.0% |
| 1Y | +12.3% | +36.3% | -24.0% | +5.8% |
| 3Y | +132.3% | -0.1% | +132.4% | +124.8% |
| 5Y | +130.1% | -7.5% | +137.6% | +123.6% |
| 10Y | +134.4% | +90.2% | +44.2% | +106.7% |
| All | +677.9% | -4.3% | +682.2% | +398.5% |
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