-40.1%
CELH vs W
+161.9%
-202.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.6% |
| 7D | +0.8% | +0.2% | +0.6% | +0.8% |
| 30D | +19.3% | +6.8% | +12.5% | +17.6% |
| 3M | +12.6% | +10.7% | +2.0% | +10.2% |
| 6M | +16.4% | +86.3% | -70.0% | +3.0% |
| YTD | -29.1% | +11.5% | -40.6% | -32.2% |
| 1Y | -26.3% | +5.1% | -31.4% | -28.9% |
| 3Y | -40.1% | +171.0% | -211.1% | -54.8% |
| All | -40.1% | +161.9% | -202.0% | -54.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling