+6,869.6%
CCEP vs WST
+12,330.1%
-5,460.5%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.8% | -2.3% | -2.9% |
| 7D | -3.1% | +0.7% | -3.8% | -3.2% |
| 30D | -2.6% | -3.1% | +0.6% | -2.0% |
| 3M | +14.9% | +7.2% | +7.7% | +13.1% |
| 6M | +2.3% | +36.8% | -34.6% | -4.6% |
| YTD | +17.8% | +23.8% | -6.0% | +11.9% |
| 1Y | +24.2% | +37.8% | -13.6% | +14.7% |
| 3Y | +84.7% | -15.9% | +100.6% | +79.6% |
| 5Y | +103.2% | -25.8% | +129.0% | +98.4% |
| 10Y | +257.4% | +319.6% | -62.2% | +121.3% |
| All | +6,869.6% | +12,330.1% | -5,460.5% | +2,168.9% |
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