+108.4%
CCEP vs WCC
+110.7%
-2.3%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.2% | -3.2% | -1.0% |
| 7D | +2.6% | -14.7% | +17.3% | +2.7% |
| 30D | +15.1% | -20.1% | +35.2% | +15.4% |
| 3M | +7.3% | -21.2% | +28.4% | +7.5% |
| 6M | +23.4% | -19.2% | +42.6% | +23.5% |
| YTD | +29.4% | +20.2% | +9.2% | +26.7% |
| 1Y | +34.2% | +14.5% | +19.8% | +31.6% |
| 3Y | +108.4% | +115.1% | -6.8% | +98.5% |
| All | +108.4% | +110.7% | -2.3% | +98.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 3y: compounded portfolio wealth divided by compounded WCC 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…
3y analysis · Full analysis span regression · 6 months rolling