+144.0%
WDAY vs CCEP
+342.6%
-198.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.4% | +1.6% | +2.5% |
| 7D | +1.8% | +2.1% | -0.3% | +1.1% |
| 30D | +4.1% | +10.6% | -6.5% | +0.2% |
| 3M | -4.8% | +10.3% | -15.2% | -8.3% |
| 6M | +68.6% | +31.1% | +37.5% | +52.6% |
| YTD | -8.5% | +32.1% | -40.7% | -18.5% |
| 1Y | -12.1% | +32.8% | -44.9% | -21.9% |
| 3Y | -13.2% | +111.3% | -124.5% | -37.0% |
| 5Y | -33.7% | +147.5% | -181.2% | -55.5% |
| All | +144.0% | +342.6% | -198.6% | +14.7% |
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