+290.7%
WDAY vs CCEP
+636.1%
-345.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.2% | -2.6% | -1.8% |
| 7D | -4.0% | +1.7% | -5.6% | -4.6% |
| 30D | +1.9% | +12.7% | -10.8% | -2.6% |
| 3M | +5.9% | +8.5% | -2.6% | +2.5% |
| 6M | +48.8% | +25.6% | +23.2% | +36.5% |
| YTD | -11.4% | +30.9% | -42.4% | -21.0% |
| 1Y | -15.5% | +32.0% | -47.5% | -24.9% |
| 3Y | -15.6% | +110.9% | -126.6% | -38.9% |
| 5Y | -35.2% | +138.5% | -173.7% | -55.9% |
| 10Y | +123.9% | +302.3% | -178.5% | +18.6% |
| All | +290.7% | +636.1% | -345.4% | +75.8% |
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