+36.8%
CCEP vs WAB
+46.5%
-9.8%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.1% | +2.7% | +3.7% |
| 7D | +4.2% | +4.5% | -0.3% | +3.7% |
| 30D | +14.2% | +1.1% | +13.1% | +14.0% |
| 3M | +9.1% | -1.3% | +10.4% | +9.3% |
| 6M | +26.9% | +12.7% | +14.1% | +22.9% |
| YTD | +29.1% | +38.7% | -9.6% | +21.3% |
| 1Y | +36.8% | +44.9% | -8.2% | +26.5% |
| All | +36.8% | +46.5% | -9.8% | +26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 1y: compounded portfolio wealth divided by compounded WAB 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…
1y analysis · Full analysis span regression · 6 months rolling