+0.9%
SW vs CAKE
+172.5%
-171.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +0.9% |
| 7D | +2.2% | -1.0% | +3.2% | +2.4% |
| 30D | +7.4% | +0.6% | +6.8% | +7.1% |
| 3M | -5.9% | -1.6% | -4.3% | -5.9% |
| 6M | +9.0% | +78.3% | -69.4% | -9.7% |
| YTD | +18.1% | +118.8% | -100.7% | -8.6% |
| 1Y | +28.7% | +140.3% | -111.7% | -3.3% |
| 3Y | +48.8% | +280.3% | -231.5% | +1.3% |
| All | +0.9% | +172.5% | -171.6% | -30.4% |
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