+267.8%
CAKE vs WSM
+230.1%
+37.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +1.2% |
| 7D | -4.5% | -0.5% | -4.0% | -4.4% |
| 30D | -12.4% | -7.7% | -4.7% | -10.4% |
| 3M | +37.3% | +3.8% | +33.6% | +35.5% |
| 6M | +70.7% | +22.7% | +48.0% | +60.0% |
| YTD | +106.0% | +28.0% | +78.0% | +90.5% |
| 1Y | +79.7% | +12.7% | +66.9% | +71.6% |
| 3Y | +267.8% | +231.3% | +36.5% | +183.4% |
| All | +267.8% | +230.1% | +37.7% | +183.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 3y: compounded portfolio wealth divided by compounded WSM 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…
3y analysis · Full analysis span regression · 6 months rolling