+296.2%
WDAY vs CCEP
+627.6%
-331.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.0% | -2.6% | -3.3% |
| 7D | -2.5% | +2.6% | -5.1% | -3.4% |
| 30D | +4.7% | +15.1% | -10.5% | -0.7% |
| 3M | +13.3% | +7.3% | +6.0% | +10.2% |
| 6M | +57.3% | +23.4% | +33.9% | +45.1% |
| YTD | -10.2% | +29.4% | -39.6% | -19.5% |
| 1Y | -14.1% | +34.2% | -48.3% | -24.2% |
| 3Y | -11.7% | +108.4% | -120.0% | -35.7% |
| 5Y | -33.5% | +147.3% | -180.7% | -55.3% |
| 10Y | +133.1% | +301.3% | -168.3% | +23.6% |
| All | +296.2% | +627.6% | -331.4% | +79.1% |
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