+3,471.8%
WMT vs CAKE
+3,772.9%
-301.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | +0.2% |
| 7D | -2.5% | -5.6% | +3.1% | -1.8% |
| 30D | -6.4% | -10.5% | +4.1% | -5.2% |
| 3M | -12.1% | +43.6% | -55.7% | -16.4% |
| 6M | -15.0% | +63.0% | -78.0% | -20.7% |
| YTD | -4.5% | +102.9% | -107.4% | -13.6% |
| 1Y | +6.2% | +75.6% | -69.4% | -2.3% |
| 3Y | +99.9% | +257.7% | -157.8% | +64.8% |
| 5Y | +131.4% | +156.0% | -24.5% | +94.5% |
| 10Y | +433.2% | +150.5% | +282.7% | +311.6% |
| All | +3,471.8% | +3,772.9% | -301.1% | +1,557.7% |
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 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