+146.0%
CELH vs WM
+979.3%
-833.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.3% |
| 7D | +9.4% | +1.2% | +8.3% | +8.8% |
| 30D | +14.8% | +13.7% | +1.1% | +8.6% |
| 3M | +20.5% | +5.2% | +15.3% | +17.8% |
| 6M | +1.6% | +11.2% | -9.6% | -3.6% |
| YTD | -28.3% | +9.4% | -37.7% | -31.8% |
| 1Y | -26.4% | +20.4% | -46.8% | -32.9% |
| 3Y | -43.0% | +44.7% | -87.6% | -52.9% |
| 5Y | +4.8% | +58.5% | -53.7% | -16.6% |
| 10Y | +4,820.0% | +326.4% | +4,493.6% | +2,526.6% |
| All | +146.0% | +979.3% | -833.3% | -6.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling