+151.5%
CAKE vs WYNN
+1.1%
+150.3%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.8% |
| 7D | -4.5% | -4.2% | -0.3% | -2.9% |
| 30D | -12.4% | -14.6% | +2.2% | -6.9% |
| 3M | +37.3% | -18.4% | +55.7% | +48.3% |
| 6M | +70.7% | -11.9% | +82.6% | +78.6% |
| YTD | +106.0% | -26.6% | +132.6% | +130.3% |
| 1Y | +79.7% | -28.5% | +108.2% | +101.0% |
| 3Y | +267.8% | -5.1% | +272.9% | +254.6% |
| 5Y | +159.9% | -10.5% | +170.4% | +143.6% |
| All | +151.5% | +1.1% | +150.3% | +123.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WYNN.
Daily Out/Under-Performance
Portfolio return minus WYNN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WYNN 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 WYNN 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