+399.1%
CAKE vs WU
-22.8%
+421.9%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.6% | -2.0% |
| 7D | -5.6% | -5.0% | -0.7% | -3.3% |
| 30D | -10.5% | -2.3% | -8.3% | -9.7% |
| 3M | +43.6% | -3.2% | +46.9% | +42.5% |
| 6M | +63.0% | -25.0% | +88.1% | +82.5% |
| YTD | +102.9% | -21.7% | +124.5% | +121.4% |
| 1Y | +75.6% | -9.0% | +84.6% | +76.3% |
| 3Y | +257.7% | -28.9% | +286.6% | +296.6% |
| 5Y | +156.0% | -51.0% | +207.0% | +235.0% |
| 10Y | +150.5% | -40.1% | +190.6% | +203.7% |
| All | +399.1% | -22.8% | +421.9% | +355.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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