+179.5%
SW vs CAKE
+125.5%
+54.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.2% | +1.2% | -1.5% |
| 7D | -3.0% | -3.8% | +0.8% | -2.4% |
| 30D | +4.2% | -5.2% | +9.4% | +5.0% |
| 3M | -11.5% | -9.2% | -2.3% | -10.4% |
| 6M | +8.6% | +76.6% | -68.0% | -0.8% |
| YTD | +15.0% | +113.6% | -98.6% | +2.0% |
| 1Y | +25.7% | +134.3% | -108.7% | +9.9% |
| 3Y | +44.8% | +271.2% | -226.4% | +21.1% |
| 5Y | -1.7% | +170.3% | -172.0% | -16.9% |
| All | +179.5% | +125.5% | +54.0% | +132.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling