+11,074.2%
SHW vs CAKE
+3,866.7%
+7,207.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.4% | +1.7% | -1.0% |
| 7D | -3.2% | -4.6% | +1.4% | -2.3% |
| 30D | -11.4% | -6.6% | -4.8% | -10.3% |
| 3M | +3.5% | +52.9% | -49.4% | -5.2% |
| 6M | -3.4% | +65.7% | -69.1% | -13.0% |
| YTD | -0.3% | +107.8% | -108.1% | -14.2% |
| 1Y | -10.4% | +78.5% | -88.9% | -20.9% |
| 3Y | +21.3% | +266.4% | -245.1% | -8.3% |
| 5Y | +12.9% | +159.6% | -146.8% | -11.5% |
| 10Y | +284.1% | +156.6% | +127.5% | +170.5% |
| All | +11,074.2% | +3,866.7% | +7,207.5% | +4,932.7% |
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