+340.4%
CCEP vs WSM
+1,170.3%
-829.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | +1.8% | -3.0% | +4.7% | +2.1% |
| 30D | +12.2% | +10.1% | +2.1% | +10.8% |
| 3M | +10.7% | +4.9% | +5.8% | +9.9% |
| 6M | +27.5% | +49.8% | -22.3% | +20.8% |
| YTD | +31.3% | +48.7% | -17.4% | +24.2% |
| 1Y | +29.9% | +38.7% | -8.8% | +23.8% |
| 3Y | +111.1% | +269.5% | -158.4% | +68.7% |
| 5Y | +142.3% | +179.0% | -36.7% | +96.3% |
| All | +340.4% | +1,170.3% | -829.9% | +166.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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