+246.8%
CCEP vs WST
+322.7%
-75.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.8% | -2.3% | -3.0% |
| 7D | -3.1% | +0.7% | -3.8% | -3.2% |
| 30D | -2.6% | -3.1% | +0.6% | -2.2% |
| 3M | +14.9% | +7.2% | +7.7% | +13.6% |
| 6M | +2.3% | +36.8% | -34.6% | -2.8% |
| YTD | +17.8% | +23.8% | -6.0% | +13.5% |
| 1Y | +24.2% | +37.8% | -13.6% | +17.2% |
| 3Y | +84.7% | -15.9% | +100.6% | +82.4% |
| 5Y | +103.2% | -25.8% | +129.0% | +100.5% |
| All | +246.8% | +322.7% | -75.9% | +131.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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