+107.2%
CCEP vs WST
-25.7%
+132.9%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.8% | -2.3% | -3.0% |
| 7D | -3.1% | +0.7% | -3.8% | -3.1% |
| 30D | -2.6% | -3.1% | +0.6% | -2.3% |
| 3M | +14.9% | +7.2% | +7.7% | +13.9% |
| 6M | +2.3% | +36.8% | -34.6% | -1.5% |
| YTD | +17.8% | +23.8% | -6.0% | +14.6% |
| 1Y | +24.2% | +37.8% | -13.6% | +18.9% |
| 3Y | +84.7% | -15.9% | +100.6% | +84.0% |
| All | +107.2% | -25.7% | +132.9% | +96.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling