+6,869.6%
CCEP vs WSM
+34,755.7%
-27,886.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.1% | -5.2% | -3.4% |
| 7D | -3.1% | -3.3% | +0.2% | -2.7% |
| 30D | -2.6% | -8.4% | +5.8% | -1.6% |
| 3M | +14.9% | +9.7% | +5.3% | +13.5% |
| 6M | +2.3% | +16.7% | -14.4% | +0.1% |
| YTD | +17.8% | +28.7% | -10.8% | +13.8% |
| 1Y | +24.2% | +13.7% | +10.6% | +21.6% |
| 3Y | +84.7% | +230.1% | -145.4% | +54.4% |
| 5Y | +103.2% | +179.0% | -75.8% | +70.0% |
| 10Y | +257.4% | +1,002.5% | -745.2% | +140.6% |
| All | +6,869.6% | +34,755.7% | -27,886.0% | +2,752.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling