+183.6%
CAKE vs FWONK
+276.9%
-93.3%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.4% | +1.5% |
| 7D | -4.5% | +0.1% | -4.6% | -4.6% |
| 30D | -12.4% | -7.7% | -4.7% | -9.6% |
| 3M | +37.3% | +5.7% | +31.6% | +34.0% |
| 6M | +70.7% | +13.5% | +57.3% | +61.3% |
| YTD | +106.0% | -3.0% | +108.9% | +106.6% |
| 1Y | +79.7% | -6.4% | +86.1% | +82.3% |
| 3Y | +267.8% | +43.8% | +223.9% | +207.0% |
| 5Y | +159.9% | +98.6% | +61.3% | +88.2% |
| 10Y | +154.3% | +340.0% | -185.7% | +46.2% |
| All | +183.6% | +276.9% | -93.3% | +61.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 FWONK 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