+148.3%
CCEP vs WTW
+55.3%
+93.0%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.0% | -0.6% | +0.7% |
| 7D | +2.1% | +2.0% | +0.1% | +1.4% |
| 30D | +10.6% | +12.9% | -2.3% | +6.3% |
| 3M | +10.3% | +0.7% | +9.6% | +10.0% |
| 6M | +31.1% | +39.5% | -8.4% | +17.5% |
| YTD | +32.1% | +3.1% | +29.0% | +29.4% |
| 1Y | +32.8% | +4.8% | +28.1% | +29.2% |
| 3Y | +111.3% | +42.9% | +68.4% | +76.6% |
| All | +148.3% | +55.3% | +93.0% | +86.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling