+324.8%
WM vs CCEP
+342.1%
-17.3%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +1.0% | +1.1% |
| 7D | +0.8% | +1.8% | -1.0% | +0.3% |
| 30D | +13.8% | +12.2% | +1.6% | +10.2% |
| 3M | +6.4% | +10.7% | -4.3% | +3.3% |
| 6M | +13.2% | +27.5% | -14.3% | +5.5% |
| YTD | +10.8% | +31.3% | -20.6% | +1.9% |
| 1Y | +20.2% | +29.9% | -9.7% | +10.9% |
| 3Y | +46.5% | +111.1% | -64.6% | +17.1% |
| 5Y | +61.3% | +142.3% | -81.1% | +22.2% |
| 10Y | +324.8% | +335.5% | -10.7% | +179.3% |
| All | +324.8% | +342.1% | -17.3% | +179.3% |
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