+238.1%
CCEP vs WCN
+235.4%
+2.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.2% | -1.4% | -2.0% |
| 7D | -3.7% | -1.7% | -1.9% | -2.9% |
| 30D | -2.1% | -3.0% | +0.9% | -0.7% |
| 3M | +7.2% | +2.5% | +4.6% | +5.5% |
| 6M | +3.3% | -5.7% | +9.0% | +5.5% |
| YTD | +15.7% | -7.4% | +23.1% | +18.7% |
| 1Y | +16.6% | -8.6% | +25.2% | +20.3% |
| 3Y | +84.3% | +19.4% | +64.9% | +62.4% |
| 5Y | +109.0% | +27.2% | +81.8% | +74.2% |
| 10Y | +238.1% | +238.5% | -0.4% | +88.8% |
| All | +238.1% | +235.4% | +2.7% | +88.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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