-58.4%
CELH vs W
+38.0%
-96.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.2% | -6.6% | -6.5% |
| 7D | -11.7% | +5.9% | -17.6% | -12.7% |
| 30D | +1.6% | -3.0% | +4.6% | +2.1% |
| 3M | -2.0% | +40.3% | -42.3% | -8.4% |
| 6M | -36.2% | +32.2% | -68.4% | -40.3% |
| YTD | -39.6% | -0.3% | -39.3% | -40.9% |
| 1Y | -50.7% | +16.2% | -66.8% | -53.6% |
| All | -58.4% | +38.0% | -96.4% | -64.9% |
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