+82.7%
WULF vs CCEP
+236.1%
-153.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.1% | +3.8% | +3.8% |
| 7D | +1.4% | -2.8% | +4.2% | +2.7% |
| 30D | -2.6% | -4.0% | +1.4% | -1.2% |
| 3M | -34.0% | +5.2% | -39.2% | -36.0% |
| 6M | +10.0% | +2.7% | +7.3% | +7.7% |
| YTD | +45.7% | +14.5% | +31.2% | +35.6% |
| 1Y | +57.3% | +17.2% | +40.2% | +44.3% |
| 3Y | +878.9% | +79.3% | +799.6% | +616.1% |
| 5Y | -28.3% | +106.8% | -135.1% | -50.8% |
| All | +82.7% | +236.1% | -153.5% | +14.4% |
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