-2.6%
SW vs CAKE
+157.7%
-160.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.6% | +2.6% | +0.1% |
| 7D | +2.3% | -5.2% | +7.5% | +3.9% |
| 30D | +6.8% | -0.2% | +7.0% | +6.8% |
| 3M | -5.2% | -0.2% | -5.0% | -5.5% |
| 6M | +7.4% | +77.5% | -70.0% | -10.9% |
| YTD | +17.4% | +114.1% | -96.7% | -8.5% |
| 1Y | +27.1% | +131.6% | -104.5% | -3.4% |
| 3Y | +47.9% | +271.4% | -223.5% | +1.4% |
| All | -2.6% | +157.7% | -160.3% | -33.1% |
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