+53.9%
WM vs CCEP
+105.1%
-51.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.1% | +1.9% | -0.5% |
| 7D | -0.3% | -3.1% | +2.8% | +0.4% |
| 30D | -2.4% | -2.6% | +0.2% | -1.8% |
| 3M | +0.4% | +14.9% | -14.5% | -2.8% |
| 6M | -9.5% | +2.3% | -11.7% | -10.2% |
| YTD | +0.5% | +17.8% | -17.3% | -3.7% |
| 1Y | -1.1% | +24.2% | -25.3% | -6.5% |
| 3Y | +46.0% | +84.7% | -38.7% | +26.6% |
| All | +53.9% | +105.1% | -51.2% | +29.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling