+8,518.1%
GWW vs CAKE
+3,831.8%
+4,686.3%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.9% | +0.4% |
| 7D | -3.4% | -4.5% | +1.2% | -2.5% |
| 30D | -1.9% | -12.4% | +10.5% | +0.5% |
| 3M | -2.4% | +37.3% | -39.7% | -8.7% |
| 6M | +15.7% | +70.7% | -55.0% | +3.4% |
| YTD | +27.6% | +106.0% | -78.4% | +9.8% |
| 1Y | +27.2% | +79.7% | -52.5% | +12.1% |
| 3Y | +89.7% | +267.8% | -178.1% | +43.1% |
| 5Y | +223.9% | +159.9% | +64.0% | +153.0% |
| 10Y | +567.1% | +154.3% | +412.8% | +372.6% |
| All | +8,518.1% | +3,831.8% | +4,686.3% | +4,040.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAKE.
Daily Out/Under-Performance
Portfolio return minus CAKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAKE 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 CAKE 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