+17,254.7%
CELH vs W
+176.2%
+17,078.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.5% | -5.5% | -3.5% |
| 7D | -7.0% | -4.2% | -2.9% | -6.3% |
| 30D | +5.2% | -7.6% | +12.7% | +6.9% |
| 3M | +10.5% | +37.2% | -26.7% | +3.1% |
| 6M | -32.7% | +26.3% | -59.0% | -36.8% |
| YTD | -33.0% | -1.0% | -32.0% | -34.6% |
| 1Y | -49.5% | +20.1% | -69.6% | -53.1% |
| 3Y | -52.6% | +37.8% | -90.4% | -60.3% |
| 5Y | +5.2% | -63.7% | +68.9% | -5.2% |
| 10Y | +4,178.1% | +156.3% | +4,021.8% | +3,145.9% |
| All | +17,254.7% | +176.2% | +17,078.5% | +11,840.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling