-40.1%
CELH vs WELL
+204.0%
-244.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.7% |
| 7D | +0.8% | +0.1% | +0.7% | +0.8% |
| 30D | +19.3% | +5.7% | +13.7% | +19.2% |
| 3M | +12.6% | +4.6% | +8.0% | +12.6% |
| 6M | +16.4% | +11.9% | +4.5% | +16.2% |
| YTD | -29.1% | +33.6% | -62.7% | -29.4% |
| 1Y | -26.3% | +29.8% | -56.1% | -26.7% |
| 3Y | -40.1% | +202.2% | -242.3% | -54.4% |
| All | -40.1% | +204.0% | -244.2% | -54.4% |
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