+166.1%
WAT vs CAKE
+155.4%
+10.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.1% | +1.4% |
| 7D | -0.3% | -4.5% | +4.3% | +0.7% |
| 30D | -1.9% | -12.4% | +10.6% | +0.7% |
| 3M | +13.5% | +37.3% | -23.8% | +5.6% |
| 6M | +37.2% | +70.7% | -33.5% | +21.7% |
| YTD | +7.5% | +106.0% | -98.5% | -8.5% |
| 1Y | +35.0% | +79.7% | -44.6% | +17.9% |
| 3Y | +55.1% | +267.8% | -212.7% | +16.1% |
| 5Y | -2.8% | +159.9% | -162.7% | -24.7% |
| All | +166.1% | +155.4% | +10.7% | +64.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling