+1,957.6%
CAKE vs WCN
+6,610.8%
-4,653.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.1% | -1.2% | -2.0% |
| 7D | -5.6% | -4.4% | -1.2% | -4.3% |
| 30D | -10.5% | -4.4% | -6.1% | -9.3% |
| 3M | +43.6% | +0.5% | +43.2% | +43.3% |
| 6M | +63.0% | -3.3% | +66.3% | +64.0% |
| YTD | +102.9% | -8.5% | +111.4% | +107.2% |
| 1Y | +75.6% | -8.9% | +84.6% | +79.6% |
| 3Y | +257.7% | +18.0% | +239.7% | +235.3% |
| 5Y | +156.0% | +25.0% | +131.0% | +134.6% |
| 10Y | +150.5% | +234.7% | -84.2% | +78.0% |
| All | +1,957.6% | +6,610.8% | -4,653.2% | +754.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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