+152.2%
CAKE vs WWD
+184.1%
-32.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.4% | +0.2% | +1.0% |
| 7D | -4.5% | -2.6% | -1.9% | -3.5% |
| 30D | -12.4% | -6.9% | -5.5% | -10.0% |
| 3M | +37.3% | -13.0% | +50.4% | +43.3% |
| 6M | +70.7% | -12.5% | +83.2% | +76.2% |
| YTD | +106.0% | +11.8% | +94.1% | +88.9% |
| 1Y | +79.7% | +41.1% | +38.6% | +45.9% |
| 3Y | +267.8% | +163.1% | +104.7% | +108.3% |
| All | +152.2% | +184.1% | -32.0% | +31.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling