+156.7%
WAT vs CCEP
+241.5%
-84.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.1% | +2.1% | +0.1% |
| 7D | -1.3% | -3.1% | +1.8% | -0.2% |
| 30D | +2.3% | -2.6% | +4.9% | +3.2% |
| 3M | +8.7% | +14.9% | -6.2% | +2.9% |
| 6M | +28.3% | +2.3% | +26.1% | +26.6% |
| YTD | +7.8% | +17.8% | -10.1% | +0.7% |
| 1Y | +36.6% | +24.2% | +12.4% | +24.9% |
| 3Y | +45.7% | +84.7% | -39.0% | +13.7% |
| 5Y | -3.3% | +103.2% | -106.5% | -28.5% |
| All | +156.7% | +241.5% | -84.8% | +57.7% |
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