+730.4%
SW vs CAKE
+730.7%
-0.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.1% | +2.6% | -1.1% |
| 7D | +4.7% | -2.1% | +6.8% | +4.9% |
| 30D | +5.0% | +2.3% | +2.7% | +4.8% |
| 3M | -7.3% | +5.4% | -12.7% | -7.9% |
| 6M | +15.0% | +82.5% | -67.5% | +8.1% |
| YTD | +18.5% | +122.0% | -103.5% | +9.2% |
| 1Y | +27.1% | +133.9% | -106.8% | +16.6% |
| 3Y | +49.3% | +281.7% | -232.4% | +32.7% |
| 5Y | -1.6% | +167.1% | -168.7% | -11.8% |
| 10Y | +185.4% | +162.6% | +22.7% | +148.5% |
| All | +730.4% | +730.7% | -0.3% | +728.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling