+151.5%
CAKE vs WTW
+198.0%
-46.6%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.5% | +1.5% |
| 7D | -4.5% | -5.7% | +1.2% | -1.7% |
| 30D | -12.4% | -7.3% | -5.2% | -9.1% |
| 3M | +37.3% | +21.5% | +15.9% | +23.9% |
| 6M | +70.7% | +9.6% | +61.1% | +60.9% |
| YTD | +106.0% | -3.3% | +109.3% | +105.2% |
| 1Y | +79.7% | -6.1% | +85.8% | +81.6% |
| 3Y | +267.8% | +61.8% | +205.9% | +167.0% |
| 5Y | +159.9% | +42.7% | +117.2% | +100.0% |
| All | +151.5% | +198.0% | -46.6% | +48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 10y: compounded portfolio wealth divided by compounded WTW 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…
10y analysis · Full analysis span regression · 6 months rolling