-2.3%
SW vs CAKE
+173.4%
-175.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.7% | -3.6% | -1.7% |
| 7D | -2.9% | +2.5% | -5.4% | -3.7% |
| 30D | +5.0% | -3.1% | +8.1% | +5.9% |
| 3M | -13.7% | -2.2% | -11.4% | -13.4% |
| 6M | +8.0% | +94.1% | -86.0% | -12.7% |
| YTD | +14.0% | +119.4% | -105.5% | -11.9% |
| 1Y | +25.6% | +141.4% | -115.8% | -5.7% |
| 3Y | +40.1% | +273.6% | -233.4% | -4.3% |
| All | -2.3% | +173.4% | -175.7% | -32.9% |
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