+12.0%
SHW vs CAKE
+157.8%
-145.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.5% | +0.3% | +1.5% |
| 7D | -3.1% | -4.5% | +1.4% | -2.1% |
| 30D | -10.0% | -12.4% | +2.4% | -7.5% |
| 3M | +2.3% | +37.3% | -35.1% | -5.3% |
| 6M | +0.7% | +70.7% | -70.0% | -11.5% |
| YTD | +0.5% | +106.0% | -105.5% | -15.5% |
| 1Y | -11.5% | +79.7% | -91.1% | -23.5% |
| 3Y | +21.3% | +267.8% | -246.4% | -12.8% |
| All | +12.0% | +157.8% | -145.8% | -19.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling