+108.4%
CCEP vs WST
+19.1%
+89.3%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.9% | -1.1% |
| 7D | +2.6% | -3.1% | +5.7% | +2.7% |
| 30D | +15.1% | +9.1% | +6.0% | +14.6% |
| 3M | +7.3% | +14.7% | -7.4% | +6.6% |
| 6M | +23.4% | +28.0% | -4.6% | +21.9% |
| YTD | +29.4% | +45.6% | -16.2% | +26.9% |
| 1Y | +34.2% | +45.7% | -11.4% | +31.6% |
| 3Y | +108.4% | +21.1% | +87.3% | +97.2% |
| All | +108.4% | +19.1% | +89.3% | +97.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling