-58.4%
CELH vs WELL
+201.2%
-259.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.6% | -5.9% | -6.5% |
| 7D | -11.7% | -1.1% | -10.5% | -11.6% |
| 30D | +1.6% | +0.7% | +0.8% | +1.6% |
| 3M | -2.0% | +14.5% | -16.5% | -2.6% |
| 6M | -36.2% | +14.4% | -50.6% | -36.8% |
| YTD | -39.6% | +28.5% | -68.0% | -40.7% |
| 1Y | -50.7% | +41.8% | -92.4% | -52.4% |
| All | -58.4% | +201.2% | -259.7% | -70.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling