+337.6%
WELL vs CCEP
+244.1%
+93.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.3% | 0.0% |
| 7D | -1.3% | -1.0% | -0.3% | -0.8% |
| 30D | +0.5% | -1.6% | +2.1% | +1.3% |
| 3M | +19.1% | +11.9% | +7.2% | +11.4% |
| 6M | +17.0% | +7.5% | +9.5% | +11.6% |
| YTD | +29.2% | +18.7% | +10.5% | +16.1% |
| 1Y | +42.1% | +21.4% | +20.7% | +25.7% |
| 3Y | +204.5% | +89.1% | +115.4% | +103.9% |
| 5Y | +211.0% | +108.7% | +102.3% | +89.6% |
| 10Y | +337.6% | +241.0% | +96.6% | +111.1% |
| All | +337.6% | +244.1% | +93.5% | +111.1% |
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 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