+7,605.8%
CCEP vs WST
+14,947.6%
-7,341.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | -0.3% | +4.9% | -5.2% | -1.3% |
| 30D | +11.0% | +10.7% | +0.3% | +8.6% |
| 3M | +9.2% | +16.8% | -7.6% | +5.6% |
| 6M | +27.2% | +32.0% | -4.8% | +19.8% |
| YTD | +30.3% | +49.9% | -19.6% | +18.8% |
| 1Y | +28.7% | +50.6% | -22.0% | +17.1% |
| 3Y | +109.4% | +21.4% | +88.0% | +87.8% |
| 5Y | +144.1% | -0.6% | +144.7% | +123.9% |
| 10Y | +332.0% | +449.4% | -117.4% | +152.6% |
| All | +7,605.8% | +14,947.6% | -7,341.8% | +2,309.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling