+215.6%
CAKE vs NWSA
+121.1%
+94.5%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.4% |
| 7D | -4.5% | -2.8% | -1.7% | -3.1% |
| 30D | -12.4% | +3.0% | -15.5% | -13.9% |
| 3M | +37.3% | +12.3% | +25.0% | +28.6% |
| 6M | +70.7% | +21.9% | +48.9% | +52.1% |
| YTD | +106.0% | +13.6% | +92.4% | +89.3% |
| 1Y | +79.7% | +0.5% | +79.2% | +76.0% |
| 3Y | +267.8% | +43.8% | +224.0% | +193.7% |
| 5Y | +159.9% | +41.2% | +118.7% | +104.6% |
| 10Y | +154.3% | +148.6% | +5.7% | +43.3% |
| All | +215.6% | +121.1% | +94.5% | +82.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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