+11,005.7%
WDC vs CCEP
+7,646.6%
+3,359.1%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -16.7% | +5.4% | -22.1% | -18.3% |
| 30D | -27.2% | +12.8% | -40.0% | -30.5% |
| 3M | -34.0% | +10.9% | -44.9% | -36.8% |
| 6M | -39.7% | +25.6% | -65.3% | -45.2% |
| YTD | +68.1% | +31.0% | +37.1% | +50.2% |
| 1Y | +66.3% | +32.3% | +34.0% | +48.0% |
| 3Y | +754.4% | +110.5% | +643.9% | +537.9% |
| 5Y | +595.8% | +141.8% | +454.0% | +394.0% |
| 10Y | +660.4% | +341.1% | +319.3% | +343.0% |
| All | +11,005.7% | +7,646.6% | +3,359.1% | +2,527.8% |
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