+152.2%
CAKE vs WSM
+175.3%
-23.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +1.1% |
| 7D | -4.5% | -0.5% | -4.0% | -4.3% |
| 30D | -12.4% | -7.7% | -4.7% | -9.8% |
| 3M | +37.3% | +3.8% | +33.6% | +34.9% |
| 6M | +70.7% | +22.7% | +48.0% | +56.7% |
| YTD | +106.0% | +28.0% | +78.0% | +85.6% |
| 1Y | +79.7% | +12.7% | +66.9% | +69.4% |
| 3Y | +267.8% | +231.3% | +36.5% | +102.3% |
| All | +152.2% | +175.3% | -23.1% | +33.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling