+135.9%
WMT vs CAKE
+157.8%
-21.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +1.2% |
| 7D | 0.0% | -4.5% | +4.5% | +0.4% |
| 30D | -7.4% | -12.4% | +5.0% | -6.5% |
| 3M | -10.9% | +37.3% | -48.2% | -13.3% |
| 6M | -12.7% | +70.7% | -83.4% | -16.7% |
| YTD | -3.2% | +106.0% | -109.2% | -9.3% |
| 1Y | +5.3% | +79.7% | -74.4% | -0.2% |
| 3Y | +101.9% | +267.8% | -165.9% | +78.5% |
| All | +135.9% | +157.8% | -21.9% | +107.8% |
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