+238.1%
CCEP vs WAB
+282.7%
-44.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.4% | -1.2% | -2.1% |
| 7D | -3.7% | +0.2% | -3.9% | -3.7% |
| 30D | -2.1% | -4.6% | +2.5% | -0.7% |
| 3M | +7.2% | +5.6% | +1.5% | +4.7% |
| 6M | +3.3% | +13.8% | -10.5% | -1.6% |
| YTD | +15.7% | +31.9% | -16.2% | +5.1% |
| 1Y | +16.6% | +48.3% | -31.7% | +1.6% |
| 3Y | +84.3% | +167.1% | -82.9% | +28.3% |
| 5Y | +109.0% | +222.9% | -113.9% | +34.8% |
| 10Y | +238.1% | +289.9% | -51.8% | +83.1% |
| All | +238.1% | +282.7% | -44.5% | +83.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling