-6.1%
CELH vs WAB
+221.8%
-227.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.1% | +1.2% | +1.6% |
| 7D | -11.2% | +0.1% | -11.3% | -11.2% |
| 30D | -1.4% | -4.1% | +2.6% | +1.0% |
| 3M | -4.2% | +8.2% | -12.3% | -9.7% |
| 6M | -40.5% | +15.4% | -55.9% | -46.7% |
| YTD | -40.5% | +33.1% | -73.6% | -51.7% |
| 1Y | -53.0% | +48.1% | -101.1% | -64.5% |
| 3Y | -59.1% | +167.7% | -226.8% | -81.7% |
| All | -6.1% | +221.8% | -227.8% | -64.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling