+3,583.3%
CAKE vs BWA
+3,371.1%
+212.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.5% | -1.8% | -2.7% |
| 7D | -4.6% | +0.1% | -4.7% | -4.6% |
| 30D | -6.6% | -5.6% | -1.0% | -4.5% |
| 3M | +52.9% | -10.7% | +63.6% | +58.8% |
| 6M | +65.7% | +23.2% | +42.6% | +48.8% |
| YTD | +107.8% | +46.0% | +61.8% | +71.1% |
| 1Y | +78.5% | +51.2% | +27.3% | +44.4% |
| 3Y | +266.4% | +69.6% | +196.8% | +175.6% |
| 5Y | +159.6% | +86.6% | +73.0% | +85.8% |
| 10Y | +156.6% | +152.3% | +4.3% | +58.3% |
| All | +3,583.3% | +3,371.1% | +212.2% | +765.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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