+3,684.7%
CAKE vs BBWI
+641.0%
+3,043.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -6.3% | +2.9% | -1.2% |
| 7D | -4.6% | -4.4% | -0.1% | -3.2% |
| 30D | -6.6% | -7.4% | +0.8% | -4.7% |
| 3M | +52.9% | -2.2% | +55.1% | +51.6% |
| 6M | +65.7% | -16.3% | +82.1% | +70.4% |
| YTD | +107.8% | -9.1% | +116.9% | +106.0% |
| 1Y | +78.5% | -34.5% | +113.0% | +93.9% |
| 3Y | +266.4% | -47.0% | +313.3% | +305.8% |
| 5Y | +159.6% | -68.8% | +228.5% | +230.9% |
| 10Y | +156.6% | -57.4% | +214.0% | +137.5% |
| All | +3,684.7% | +641.0% | +3,043.7% | +1,168.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling