+264.5%
WMB vs CCEP
+301.0%
-36.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | +0.1% |
| 7D | -13.8% | +2.6% | -16.4% | -14.8% |
| 30D | -10.3% | +15.1% | -25.5% | -15.2% |
| 3M | -10.1% | +7.3% | -17.3% | -12.9% |
| 6M | -11.8% | +23.4% | -35.3% | -19.4% |
| YTD | +8.9% | +29.4% | -20.5% | -2.7% |
| 1Y | +14.0% | +34.2% | -20.3% | +0.3% |
| 3Y | +100.5% | +108.4% | -7.8% | +45.5% |
| 5Y | +179.5% | +147.3% | +32.3% | +83.7% |
| All | +264.5% | +301.0% | -36.6% | +102.2% |
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 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