+152.2%
CAKE vs WST
-23.9%
+176.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.4% |
| 7D | -4.5% | +1.8% | -6.4% | -4.8% |
| 30D | -12.4% | -1.7% | -10.7% | -12.2% |
| 3M | +37.3% | +4.9% | +32.5% | +36.2% |
| 6M | +70.7% | +45.5% | +25.2% | +60.3% |
| YTD | +106.0% | +26.1% | +79.9% | +97.5% |
| 1Y | +79.7% | +31.7% | +48.0% | +70.7% |
| 3Y | +267.8% | -12.1% | +279.8% | +262.0% |
| All | +152.2% | -23.9% | +176.1% | +123.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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