+79.3%
CCEP vs WTW
+61.9%
+17.4%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -2.8% | -5.7% | +2.9% | -1.7% |
| 30D | -4.0% | -7.3% | +3.2% | -2.6% |
| 3M | +5.2% | +21.5% | -16.3% | +1.6% |
| 6M | +2.7% | +9.6% | -6.9% | +0.6% |
| YTD | +14.5% | -3.3% | +17.8% | +14.4% |
| 1Y | +17.2% | -6.1% | +23.3% | +17.8% |
| 3Y | +79.3% | +61.8% | +17.5% | +61.1% |
| All | +79.3% | +61.9% | +17.4% | +61.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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