+732.1%
CAKE vs WTW
+1,102.0%
-369.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.5% | +1.5% |
| 7D | -4.5% | -5.7% | +1.2% | -2.1% |
| 30D | -12.4% | -7.3% | -5.2% | -9.6% |
| 3M | +37.3% | +21.5% | +15.9% | +25.9% |
| 6M | +70.7% | +9.6% | +61.1% | +62.4% |
| YTD | +106.0% | -3.3% | +109.3% | +105.2% |
| 1Y | +79.7% | -6.1% | +85.8% | +81.1% |
| 3Y | +267.8% | +61.8% | +205.9% | +187.3% |
| 5Y | +159.9% | +42.7% | +117.2% | +113.6% |
| 10Y | +154.3% | +197.2% | -42.9% | +52.9% |
| All | +732.1% | +1,102.0% | -369.9% | +269.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling