+4.7%
CELH vs WETO
-99.4%
+104.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -5.4% | +7.6% | +2.2% |
| 7D | -11.2% | -4.3% | -6.9% | -11.2% |
| 30D | -1.4% | -39.9% | +38.5% | -2.0% |
| 3M | -4.2% | -97.9% | +93.7% | +0.6% |
| 6M | -40.5% | -95.0% | +54.6% | -41.1% |
| YTD | -40.5% | -97.2% | +56.7% | -40.0% |
| 1Y | -53.0% | -98.9% | +45.9% | -51.1% |
| All | +4.7% | -99.4% | +104.1% | +14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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