+282.1%
WDAY vs CAKE
+293.0%
-10.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.4% | +3.2% | +0.6% |
| 7D | -7.4% | -4.6% | -2.8% | -6.4% |
| 30D | +1.0% | -6.6% | +7.6% | +2.2% |
| 3M | +32.7% | +52.9% | -20.2% | +19.8% |
| 6M | +25.6% | +65.7% | -40.2% | +10.9% |
| YTD | -13.4% | +107.8% | -121.2% | -27.8% |
| 1Y | -19.4% | +78.5% | -97.8% | -30.5% |
| 3Y | -25.8% | +266.4% | -292.1% | -47.3% |
| 5Y | -31.1% | +159.6% | -190.7% | -48.7% |
| 10Y | +113.3% | +156.6% | -43.3% | +35.9% |
| All | +282.1% | +293.0% | -10.9% | +100.0% |
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 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