+645.8%
WFC vs AKAM
-21.3%
+667.2%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +1.7% | +11.2% | -9.5% | +0.4% |
| 30D | +6.8% | -13.4% | +20.2% | +8.4% |
| 3M | -3.0% | -29.5% | +26.5% | +0.5% |
| 6M | +15.4% | -42.1% | +57.5% | +21.7% |
| YTD | -5.9% | -0.8% | -5.1% | -8.2% |
| 1Y | +1.7% | -3.9% | +5.6% | -0.5% |
| 3Y | +124.9% | -21.9% | +146.8% | +122.9% |
| 5Y | +90.5% | -22.4% | +112.9% | +88.1% |
| 10Y | +117.8% | +32.3% | +85.6% | +99.4% |
| All | +645.8% | -21.3% | +667.2% | +386.7% |
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