+151.5%
CAKE vs BBWI
-55.0%
+206.4%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +6.4% | -4.9% | -0.5% |
| 7D | -4.5% | -4.8% | +0.3% | -3.1% |
| 30D | -12.4% | +3.5% | -15.9% | -13.9% |
| 3M | +37.3% | -0.3% | +37.7% | +35.2% |
| 6M | +70.7% | -5.4% | +76.1% | +68.5% |
| YTD | +106.0% | -4.7% | +110.7% | +101.1% |
| 1Y | +79.7% | -30.5% | +110.1% | +91.2% |
| 3Y | +267.8% | -44.3% | +312.1% | +300.3% |
| 5Y | +159.9% | -66.9% | +226.8% | +222.0% |
| All | +151.5% | -55.0% | +206.4% | +108.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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