+151.5%
CAKE vs WWD
+498.2%
-346.8%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.4% | +0.2% | +0.8% |
| 7D | -4.5% | -2.6% | -1.9% | -3.2% |
| 30D | -12.4% | -6.9% | -5.5% | -9.1% |
| 3M | +37.3% | -13.0% | +50.4% | +45.6% |
| 6M | +70.7% | -12.5% | +83.2% | +78.1% |
| YTD | +106.0% | +11.8% | +94.1% | +85.0% |
| 1Y | +79.7% | +41.1% | +38.6% | +38.7% |
| 3Y | +267.8% | +163.1% | +104.7% | +85.5% |
| 5Y | +159.9% | +187.6% | -27.7% | +20.0% |
| All | +151.5% | +498.2% | -346.8% | -21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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