+121.7%
CELH vs WAB
+1,863.1%
-1,741.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.6% | -4.1% | -3.8% |
| 7D | -3.8% | +1.7% | -5.4% | -4.3% |
| 30D | +6.4% | -2.4% | +8.9% | +7.2% |
| 3M | +5.6% | +9.7% | -4.1% | +2.2% |
| 6M | -31.1% | +16.5% | -47.6% | -34.7% |
| YTD | -35.4% | +33.7% | -69.1% | -41.3% |
| 1Y | -46.9% | +49.7% | -96.6% | -53.3% |
| 3Y | -56.0% | +170.9% | -227.0% | -67.7% |
| 5Y | +1.2% | +228.0% | -226.8% | -29.0% |
| 10Y | +4,043.9% | +284.8% | +3,759.1% | +2,587.9% |
| All | +121.7% | +1,863.1% | -1,741.4% | +84.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling