-25.3%
SWK vs CAKE
+157.7%
-182.9%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.6% | +3.2% | +1.1% |
| 7D | +11.0% | -5.2% | +16.3% | +13.7% |
| 30D | +30.1% | -0.2% | +30.3% | +30.1% |
| 3M | +14.7% | -0.2% | +14.9% | +14.0% |
| 6M | +44.5% | +77.5% | -33.0% | +11.2% |
| YTD | +59.4% | +114.1% | -54.7% | +12.0% |
| 1Y | +77.5% | +131.6% | -54.1% | +20.4% |
| 3Y | +49.5% | +271.4% | -221.9% | -17.1% |
| All | -25.3% | +157.7% | -182.9% | -54.7% |
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 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