-2.0%
CELH vs WM
+6.8%
-8.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -2.1% | +9.1% | +7.3% |
| 7D | +10.4% | +1.2% | +9.2% | +10.0% |
| 30D | +19.5% | +13.1% | +6.4% | +17.5% |
| 3M | +35.3% | +3.6% | +31.7% | +32.8% |
| 6M | -2.0% | +8.1% | -10.0% | -4.6% |
| All | -2.0% | +6.8% | -8.8% | -4.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling