+5,409.5%
CCEP vs WAB
+4,398.0%
+1,011.6%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.7% | -0.3% |
| 7D | +5.4% | +4.0% | +1.4% | +4.4% |
| 30D | +12.8% | +6.3% | +6.4% | +11.0% |
| 3M | +10.9% | +3.3% | +7.6% | +9.8% |
| 6M | +25.6% | +14.5% | +11.2% | +21.1% |
| YTD | +31.0% | +42.7% | -11.7% | +20.1% |
| 1Y | +32.3% | +45.2% | -12.9% | +20.7% |
| 3Y | +110.5% | +173.8% | -63.2% | +64.4% |
| 5Y | +141.8% | +223.8% | -82.0% | +80.9% |
| 10Y | +341.1% | +280.5% | +60.6% | +204.9% |
| All | +5,409.5% | +4,398.0% | +1,011.6% | +2,307.3% |
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 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