+16.6%
CCEP vs WAB
+47.7%
-31.1%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.4% | -1.2% | -2.4% |
| 7D | -3.7% | +0.2% | -3.9% | -3.7% |
| 30D | -2.1% | -4.6% | +2.5% | -1.6% |
| 3M | +7.2% | +5.6% | +1.5% | +5.9% |
| 6M | +3.3% | +13.8% | -10.5% | +0.6% |
| YTD | +15.7% | +31.9% | -16.2% | +14.3% |
| 1Y | +16.6% | +48.3% | -31.7% | +17.3% |
| All | +16.6% | +47.7% | -31.1% | +17.3% |
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