+310.4%
WM vs CAKE
+153.4%
+157.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.4% | +2.7% | -0.3% |
| 7D | -1.2% | -4.6% | +3.4% | -0.7% |
| 30D | -4.5% | -6.6% | +2.1% | -3.9% |
| 3M | -2.2% | +52.9% | -55.1% | -6.9% |
| 6M | -11.5% | +65.7% | -77.2% | -16.7% |
| YTD | -0.7% | +107.8% | -108.5% | -9.1% |
| 1Y | +0.3% | +78.5% | -78.1% | -6.6% |
| 3Y | +44.2% | +266.4% | -222.2% | +21.3% |
| 5Y | +51.6% | +159.6% | -108.0% | +30.0% |
| 10Y | +310.4% | +156.6% | +153.8% | +205.7% |
| All | +310.4% | +153.4% | +157.0% | +205.7% |
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 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