-4.4%
WAT vs CAKE
+152.3%
-156.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | -0.2% |
| 7D | -2.9% | -5.6% | +2.7% | -1.6% |
| 30D | -3.2% | -10.5% | +7.3% | -0.8% |
| 3M | +10.6% | +43.6% | -33.0% | +0.2% |
| 6M | +34.0% | +63.0% | -29.0% | +17.2% |
| YTD | +5.7% | +102.9% | -97.2% | -12.6% |
| 1Y | +37.1% | +75.6% | -38.6% | +17.0% |
| 3Y | +52.4% | +257.7% | -205.3% | +8.9% |
| 5Y | -4.4% | +156.0% | -160.4% | -32.4% |
| All | -4.4% | +152.3% | -156.7% | -32.4% |
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