+10,726.6%
WAT vs CCEP
+3,663.6%
+7,063.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.1% | +2.1% | -0.1% |
| 7D | -1.3% | -3.1% | +1.8% | -0.4% |
| 30D | +2.3% | -2.6% | +4.9% | +3.0% |
| 3M | +8.7% | +14.9% | -6.2% | +4.2% |
| 6M | +28.3% | +2.3% | +26.1% | +27.0% |
| YTD | +7.8% | +17.8% | -10.1% | +2.3% |
| 1Y | +36.6% | +24.2% | +12.4% | +27.5% |
| 3Y | +45.7% | +84.7% | -39.0% | +20.9% |
| 5Y | -3.3% | +103.2% | -106.5% | -22.7% |
| 10Y | +162.1% | +257.4% | -95.3% | +74.2% |
| All | +10,726.6% | +3,663.6% | +7,063.0% | +4,427.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling