+280.9%
WMB vs AKAM
+31.5%
+249.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.5% | -1.4% | +1.8% |
| 7D | +1.6% | +0.9% | +0.7% | +1.4% |
| 30D | -7.1% | -14.7% | +7.6% | -5.7% |
| 3M | -4.0% | -25.7% | +21.7% | -1.4% |
| 6M | -5.7% | -43.4% | +37.6% | -0.8% |
| YTD | +17.2% | -0.7% | +17.8% | +13.6% |
| 1Y | +17.2% | -4.3% | +21.5% | +14.2% |
| 3Y | +121.1% | -21.7% | +142.8% | +117.5% |
| 5Y | +197.2% | -20.7% | +217.9% | +187.9% |
| 10Y | +280.9% | +32.4% | +248.5% | +227.6% |
| All | +280.9% | +31.5% | +249.4% | +227.6% |
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