+230.4%
CCEP vs WSM
+1,058.9%
-828.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.7% |
| 7D | -5.7% | +0.4% | -6.2% | -5.8% |
| 30D | -3.4% | -10.7% | +7.3% | -2.1% |
| 3M | +5.5% | +8.5% | -3.0% | +4.3% |
| 6M | +2.2% | +19.6% | -17.4% | -0.3% |
| YTD | +14.6% | +26.6% | -12.0% | +10.8% |
| 1Y | +18.9% | +12.0% | +7.0% | +16.5% |
| 3Y | +82.6% | +226.6% | -144.1% | +48.6% |
| 5Y | +107.0% | +174.1% | -67.2% | +68.3% |
| All | +230.4% | +1,058.9% | -828.4% | +119.4% |
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