-12.6%
CELH vs WAT
-5.3%
-7.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.8% | -2.9% | -3.3% |
| 7D | -15.8% | -2.9% | -12.9% | -14.5% |
| 30D | -5.2% | -3.2% | -2.0% | -3.7% |
| 3M | -6.1% | +10.6% | -16.7% | -10.8% |
| 6M | -40.9% | +34.0% | -74.9% | -49.6% |
| YTD | -41.8% | +5.7% | -47.5% | -44.3% |
| 1Y | -52.6% | +37.1% | -89.7% | -60.8% |
| 3Y | -60.4% | +52.4% | -112.8% | -73.0% |
| 5Y | -12.6% | -4.4% | -8.2% | -9.3% |
| All | -12.6% | -5.3% | -7.4% | -9.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling