+3,733.8%
CELH vs WELL
+356.7%
+3,377.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.3% | +2.2% |
| 7D | -11.2% | -0.2% | -11.0% | -11.1% |
| 30D | -1.4% | +2.3% | -3.8% | -2.2% |
| 3M | -4.2% | +12.3% | -16.4% | -8.3% |
| 6M | -40.5% | +15.6% | -56.0% | -43.9% |
| YTD | -40.5% | +28.3% | -68.8% | -46.2% |
| 1Y | -53.0% | +41.9% | -94.9% | -59.4% |
| 3Y | -59.1% | +198.3% | -257.4% | -74.2% |
| 5Y | -10.7% | +206.4% | -217.1% | -45.0% |
| All | +3,733.8% | +356.7% | +3,377.1% | +1,762.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WELL.
Daily Out/Under-Performance
Portfolio return minus WELL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WELL 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 WELL 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