+5,343.0%
CCEP vs WAB
+4,103.0%
+1,239.9%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.8% | -2.8% | -1.4% |
| 7D | +2.6% | +1.4% | +1.1% | +2.2% |
| 30D | +15.1% | +0.4% | +14.7% | +14.8% |
| 3M | +7.3% | -3.8% | +11.1% | +7.9% |
| 6M | +23.4% | +5.1% | +18.3% | +21.3% |
| YTD | +29.4% | +33.3% | -3.9% | +20.5% |
| 1Y | +34.2% | +39.8% | -5.6% | +23.6% |
| 3Y | +108.4% | +161.1% | -52.7% | +64.4% |
| 5Y | +147.3% | +209.5% | -62.2% | +86.9% |
| 10Y | +301.3% | +293.8% | +7.5% | +175.8% |
| All | +5,343.0% | +4,103.0% | +1,239.9% | +2,314.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling