+4,242.0%
CELH vs WM
+330.8%
+3,911.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.7% |
| 7D | +0.8% | +3.2% | -2.4% | -0.7% |
| 30D | +19.3% | +13.0% | +6.3% | +12.6% |
| 3M | +12.6% | +9.2% | +3.4% | +8.0% |
| 6M | +16.4% | +13.6% | +2.7% | +8.7% |
| YTD | -29.1% | +12.4% | -41.5% | -33.9% |
| 1Y | -26.3% | +21.2% | -47.6% | -33.9% |
| 3Y | -40.1% | +48.7% | -88.8% | -53.2% |
| 5Y | +16.7% | +61.9% | -45.2% | -13.0% |
| All | +4,242.0% | +330.8% | +3,911.2% | +2,657.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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