+21.0%
ITW vs CAKE
+261.6%
-240.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.4% | +0.8% |
| 7D | -0.7% | -4.5% | +3.8% | +0.2% |
| 30D | -8.3% | -12.4% | +4.1% | -6.0% |
| 3M | +6.0% | +37.3% | -31.3% | -1.4% |
| 6M | 0.0% | +70.7% | -70.7% | -11.8% |
| YTD | +10.2% | +106.0% | -95.8% | -7.2% |
| 1Y | +3.2% | +79.7% | -76.4% | -10.6% |
| 3Y | +21.0% | +267.8% | -246.8% | -9.2% |
| All | +21.0% | +261.6% | -240.6% | -9.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling