+3,733.8%
CELH vs WAT
+170.9%
+3,562.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.7% | +0.5% | +1.4% |
| 7D | -11.2% | -0.3% | -11.0% | -11.1% |
| 30D | -1.4% | -1.9% | +0.4% | -0.6% |
| 3M | -4.2% | +13.5% | -17.7% | -9.9% |
| 6M | -40.5% | +37.2% | -77.7% | -49.5% |
| YTD | -40.5% | +7.5% | -48.0% | -43.5% |
| 1Y | -53.0% | +35.0% | -88.0% | -60.4% |
| 3Y | -59.1% | +55.1% | -114.1% | -70.2% |
| 5Y | -10.7% | -2.8% | -7.9% | -17.1% |
| All | +3,733.8% | +170.9% | +3,562.9% | +2,232.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 10y: compounded portfolio wealth divided by compounded WAT 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…
10y analysis · Full analysis span regression · 6 months rolling