+234.8%
WAT vs CCEP
+299.9%
-65.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.2% | +3.0% | +3.8% |
| 7D | +6.0% | +1.7% | +4.4% | +5.4% |
| 30D | +9.9% | +12.7% | -2.8% | +5.1% |
| 3M | +17.2% | +8.5% | +8.7% | +13.3% |
| 6M | +34.2% | +25.6% | +8.7% | +22.6% |
| YTD | +25.5% | +30.9% | -5.4% | +12.5% |
| 1Y | +28.3% | +32.0% | -3.7% | +14.6% |
| 3Y | +88.4% | +110.9% | -22.6% | +39.7% |
| 5Y | +36.1% | +138.5% | -102.3% | -5.1% |
| 10Y | +234.8% | +302.3% | -67.5% | +90.1% |
| All | +234.8% | +299.9% | -65.1% | +90.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CCEP.
Daily Out/Under-Performance
Portfolio return minus CCEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCEP 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 10y: compounded portfolio wealth divided by compounded CCEP 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…
10y analysis · Full analysis span regression · 6 months rolling