+152.2%
CAKE vs WING
-33.2%
+185.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +6.0% | -4.4% | -0.2% |
| 7D | -4.5% | +7.2% | -11.8% | -6.5% |
| 30D | -12.4% | +4.8% | -17.2% | -14.0% |
| 3M | +37.3% | -23.7% | +61.0% | +46.5% |
| 6M | +70.7% | -43.6% | +114.3% | +97.4% |
| YTD | +106.0% | -50.6% | +156.6% | +145.3% |
| 1Y | +79.7% | -57.0% | +136.7% | +121.5% |
| 3Y | +267.8% | -28.3% | +296.0% | +240.2% |
| All | +152.2% | -33.2% | +185.3% | +104.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 5y: compounded portfolio wealth divided by compounded WING 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…
5y analysis · Full analysis span regression · 6 months rolling