+139.3%
WFC vs CCEP
+86.4%
+52.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.1% | +4.0% | +1.5% |
| 7D | +3.8% | -3.1% | +6.8% | +4.4% |
| 30D | +1.5% | -2.6% | +4.1% | +2.0% |
| 3M | +10.9% | +14.9% | -4.1% | +7.6% |
| 6M | +8.4% | +2.3% | +6.2% | +7.5% |
| YTD | -1.9% | +17.8% | -19.7% | -5.9% |
| 1Y | +12.3% | +24.2% | -11.9% | +6.3% |
| All | +139.3% | +86.4% | +52.9% | +104.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling