+3,733.8%
CELH vs WCC
+541.6%
+3,192.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.7% | -1.5% | +1.1% |
| 7D | -11.2% | +1.5% | -12.8% | -11.6% |
| 30D | -1.4% | -2.1% | +0.7% | -1.1% |
| 3M | -4.2% | +3.8% | -8.0% | -6.6% |
| 6M | -40.5% | +35.0% | -75.4% | -47.4% |
| YTD | -40.5% | +46.4% | -86.8% | -49.1% |
| 1Y | -53.0% | +63.0% | -116.0% | -61.4% |
| 3Y | -59.1% | +133.9% | -193.0% | -72.4% |
| 5Y | -10.7% | +226.5% | -237.2% | -48.2% |
| All | +3,733.8% | +541.6% | +3,192.2% | +1,553.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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