+341.1%
CCEP vs WAB
+288.7%
+52.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.7% | -0.5% |
| 7D | +5.4% | +4.0% | +1.4% | +4.0% |
| 30D | +12.8% | +6.3% | +6.4% | +10.3% |
| 3M | +10.9% | +3.3% | +7.6% | +9.3% |
| 6M | +25.6% | +14.5% | +11.2% | +19.2% |
| YTD | +31.0% | +42.7% | -11.7% | +15.5% |
| 1Y | +32.3% | +45.2% | -12.9% | +15.9% |
| 3Y | +110.5% | +173.8% | -63.2% | +44.4% |
| 5Y | +141.8% | +223.8% | -82.0% | +54.2% |
| 10Y | +341.1% | +280.5% | +60.6% | +134.4% |
| All | +341.1% | +288.7% | +52.4% | +134.4% |
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