+142.4%
WFC vs CCEP
+237.8%
-95.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.6% | +4.5% | +3.2% |
| 7D | +0.4% | -3.7% | +4.1% | +2.2% |
| 30D | +2.5% | -2.1% | +4.5% | +3.4% |
| 3M | +10.0% | +7.2% | +2.8% | +5.9% |
| 6M | +15.1% | +3.3% | +11.8% | +12.4% |
| YTD | -2.2% | +15.7% | -17.9% | -10.2% |
| 1Y | +13.5% | +16.6% | -3.1% | +3.5% |
| 3Y | +135.2% | +84.3% | +51.0% | +65.1% |
| 5Y | +128.3% | +109.0% | +19.3% | +46.3% |
| 10Y | +142.4% | +238.1% | -95.8% | +37.0% |
| All | +142.4% | +237.8% | -95.4% | +37.0% |
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