-12.6%
CELH vs W
-63.9%
+51.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.7% | -1.0% | -3.0% |
| 7D | -15.8% | +0.5% | -16.2% | -15.9% |
| 30D | -5.2% | -5.6% | +0.4% | -3.8% |
| 3M | -6.1% | +41.9% | -48.0% | -15.2% |
| 6M | -40.9% | +30.2% | -71.1% | -46.2% |
| YTD | -41.8% | -2.9% | -38.8% | -43.5% |
| 1Y | -52.6% | +11.6% | -64.2% | -56.4% |
| 3Y | -60.4% | +37.0% | -97.3% | -69.3% |
| 5Y | -12.6% | -62.8% | +50.2% | -15.4% |
| All | -12.6% | -63.9% | +51.3% | -15.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling