-30.6%
WDAY vs CAKE
+157.8%
-188.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | -0.1% |
| 7D | -5.2% | -4.5% | -0.6% | -4.0% |
| 30D | +5.9% | -12.4% | +18.4% | +9.3% |
| 3M | +42.3% | +37.3% | +4.9% | +29.8% |
| 6M | +34.7% | +70.7% | -36.0% | +15.1% |
| YTD | -13.5% | +106.0% | -119.5% | -30.5% |
| 1Y | -18.1% | +79.7% | -97.7% | -31.7% |
| 3Y | -26.4% | +267.8% | -294.1% | -52.9% |
| All | -30.6% | +157.8% | -188.5% | -55.5% |
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