+121.7%
CELH vs WEC
+760.1%
-638.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.1% | -4.6% | -4.1% |
| 7D | -3.8% | +0.8% | -4.6% | -4.1% |
| 30D | +6.4% | +0.3% | +6.1% | +6.2% |
| 3M | +5.6% | -2.9% | +8.5% | +6.7% |
| 6M | -31.1% | -5.9% | -25.2% | -29.5% |
| YTD | -35.4% | +4.1% | -39.5% | -36.9% |
| 1Y | -46.9% | +3.1% | -50.0% | -48.0% |
| 3Y | -56.0% | +40.8% | -96.8% | -63.3% |
| 5Y | +1.2% | +31.7% | -30.5% | -14.5% |
| 10Y | +4,043.9% | +141.1% | +3,902.8% | +2,163.0% |
| All | +121.7% | +760.1% | -638.4% | -54.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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