+177.1%
SW vs CAKE
+131.7%
+45.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.7% | -3.6% | -1.3% |
| 7D | -2.9% | +2.5% | -5.4% | -3.3% |
| 30D | +5.0% | -3.1% | +8.1% | +5.5% |
| 3M | -13.7% | -2.2% | -11.4% | -13.5% |
| 6M | +8.0% | +94.1% | -86.0% | -2.7% |
| YTD | +14.0% | +119.4% | -105.5% | +0.6% |
| 1Y | +25.6% | +141.4% | -115.8% | +9.4% |
| 3Y | +40.1% | +273.6% | -233.4% | +16.9% |
| 5Y | -2.6% | +177.7% | -180.3% | -18.0% |
| All | +177.1% | +131.7% | +45.3% | +129.7% |
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 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