+5.0%
WBD vs CCEP
+110.6%
-105.7%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.9% |
| 7D | -0.7% | -1.0% | +0.3% | -0.2% |
| 30D | +5.0% | -1.6% | +6.6% | +5.8% |
| 3M | +6.2% | +11.9% | -5.6% | -1.1% |
| 6M | +0.6% | +7.5% | -6.8% | -4.6% |
| YTD | -2.4% | +18.7% | -21.2% | -13.5% |
| 1Y | +127.7% | +21.4% | +106.3% | +98.0% |
| 3Y | +148.4% | +89.1% | +59.3% | +54.6% |
| All | +5.0% | +110.6% | -105.7% | -39.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling