+149.0%
WMB vs AKAM
+1.6%
+147.5%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.4% | +1.9% | +2.2% |
| 7D | +0.8% | -0.8% | +1.6% | +0.8% |
| 30D | +7.7% | -4.5% | +12.2% | +7.9% |
| 3M | +6.7% | -25.6% | +32.3% | +8.1% |
| 6M | +3.6% | +5.7% | -2.1% | +2.0% |
| YTD | +28.0% | +21.0% | +7.0% | +23.7% |
| 1Y | +37.6% | +33.9% | +3.7% | +30.9% |
| 3Y | +149.0% | +0.9% | +148.1% | +136.7% |
| All | +149.0% | +1.6% | +147.5% | +136.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling