+58.5%
WM vs CAKE
+172.5%
-114.0%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.4% |
| 7D | +1.2% | -1.0% | +2.2% | +1.2% |
| 30D | +13.7% | +0.6% | +13.1% | +13.6% |
| 3M | +5.2% | -1.6% | +6.8% | +5.2% |
| 6M | +11.2% | +78.3% | -67.1% | +7.9% |
| YTD | +9.4% | +118.8% | -109.4% | +4.8% |
| 1Y | +20.4% | +140.3% | -119.9% | +14.7% |
| 3Y | +44.7% | +280.3% | -235.6% | +33.8% |
| 5Y | +58.5% | +171.9% | -113.4% | +47.9% |
| All | +58.5% | +172.5% | -114.0% | +47.9% |
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