+298.4%
WMB vs AKAM
+103.9%
+194.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.8% |
| 7D | -1.0% | +1.5% | -2.5% | -1.2% |
| 30D | -0.4% | -13.0% | +12.6% | +1.0% |
| 3M | +3.2% | -19.4% | +22.6% | +5.3% |
| 6M | +0.1% | +0.3% | -0.2% | -1.6% |
| YTD | +23.9% | +22.4% | +1.5% | +17.8% |
| 1Y | +27.6% | +34.8% | -7.2% | +19.4% |
| 3Y | +141.9% | +1.9% | +140.0% | +131.6% |
| 5Y | +273.8% | -4.6% | +278.4% | +256.4% |
| All | +298.4% | +103.9% | +194.5% | +215.9% |
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