+3,733.8%
CELH vs W
+158.6%
+3,575.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.1% | +1.1% | +2.0% |
| 7D | -11.2% | -0.9% | -10.4% | -11.0% |
| 30D | -1.4% | -4.2% | +2.8% | -0.5% |
| 3M | -4.2% | +26.9% | -31.0% | -9.7% |
| 6M | -40.5% | +31.2% | -71.7% | -45.1% |
| YTD | -40.5% | -1.8% | -38.7% | -42.1% |
| 1Y | -53.0% | +9.3% | -62.3% | -55.9% |
| 3Y | -59.1% | +33.2% | -92.3% | -66.4% |
| 5Y | -10.7% | -62.4% | +51.7% | -20.1% |
| All | +3,733.8% | +158.6% | +3,575.2% | +2,856.2% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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