+114.5%
CCEP vs WSM
+182.9%
-68.4%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.6% | +0.7% |
| 7D | -1.0% | +2.6% | -3.5% | -1.3% |
| 30D | -1.6% | -9.5% | +7.9% | -0.5% |
| 3M | +11.9% | +12.9% | -1.0% | +10.2% |
| 6M | +7.5% | +23.0% | -15.6% | +4.7% |
| YTD | +18.7% | +28.9% | -10.2% | +14.8% |
| 1Y | +21.4% | +13.7% | +7.7% | +18.9% |
| 3Y | +89.1% | +232.6% | -143.5% | +50.3% |
| All | +114.5% | +182.9% | -68.4% | +68.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling