+121.7%
CELH vs WAT
+638.6%
-516.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.6% | -2.0% | -3.0% |
| 7D | -3.8% | -0.7% | -3.1% | -3.5% |
| 30D | +6.4% | -1.0% | +7.4% | +6.8% |
| 3M | +5.6% | +10.9% | -5.3% | +1.7% |
| 6M | -31.1% | +33.2% | -64.3% | -38.3% |
| YTD | -35.4% | +6.1% | -41.5% | -37.5% |
| 1Y | -46.9% | +30.2% | -77.1% | -52.4% |
| 3Y | -56.0% | +52.9% | -108.9% | -64.0% |
| 5Y | +1.2% | -5.1% | +6.4% | -2.5% |
| 10Y | +4,043.9% | +152.6% | +3,891.3% | +2,926.3% |
| All | +121.7% | +638.6% | -516.9% | +13.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling