-59.9%
CELH vs WAB
+164.6%
-224.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.1% | -3.6% | -3.6% |
| 7D | -15.8% | -0.2% | -15.6% | -15.7% |
| 30D | -5.2% | -5.9% | +0.7% | -3.0% |
| 3M | -6.1% | +9.4% | -15.5% | -10.2% |
| 6M | -40.9% | +13.8% | -54.7% | -44.8% |
| YTD | -41.8% | +31.8% | -73.5% | -49.3% |
| 1Y | -52.6% | +48.5% | -101.2% | -60.9% |
| All | -59.9% | +164.6% | -224.6% | -78.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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