+336.9%
CCEP vs WAB
+269.8%
+67.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.4% |
| 7D | -0.3% | +7.9% | -8.2% | -2.7% |
| 30D | +11.0% | +4.9% | +6.1% | +9.0% |
| 3M | +9.2% | +1.8% | +7.4% | +8.2% |
| 6M | +27.2% | +12.0% | +15.2% | +21.5% |
| YTD | +30.3% | +41.3% | -11.0% | +15.3% |
| 1Y | +28.7% | +43.8% | -15.2% | +13.1% |
| 3Y | +109.4% | +171.1% | -61.7% | +44.1% |
| 5Y | +144.1% | +217.7% | -73.6% | +56.5% |
| All | +336.9% | +269.8% | +67.1% | +132.2% |
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