+7,553.0%
CCEP vs WST
+14,518.0%
-6,965.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.9% | -1.4% |
| 7D | +2.6% | -3.1% | +5.7% | +3.2% |
| 30D | +15.1% | +9.1% | +6.0% | +13.0% |
| 3M | +7.3% | +14.7% | -7.4% | +4.2% |
| 6M | +23.4% | +28.0% | -4.6% | +16.9% |
| YTD | +29.4% | +45.6% | -16.2% | +18.7% |
| 1Y | +34.2% | +45.7% | -11.4% | +23.0% |
| 3Y | +108.4% | +21.1% | +87.3% | +86.7% |
| 5Y | +147.3% | +0.3% | +146.9% | +126.1% |
| 10Y | +301.3% | +449.0% | -147.7% | +134.4% |
| All | +7,553.0% | +14,518.0% | -6,965.0% | +2,307.1% |
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 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