+130.0%
CELH vs WM
+891.3%
-761.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.2% | -1.8% | -2.5% |
| 7D | -7.0% | -0.3% | -6.7% | -6.9% |
| 30D | +5.2% | -2.4% | +7.6% | +6.0% |
| 3M | +10.5% | +0.4% | +10.1% | +9.8% |
| 6M | -32.7% | -9.5% | -23.2% | -30.3% |
| YTD | -33.0% | +0.5% | -33.5% | -33.8% |
| 1Y | -49.5% | -1.1% | -48.4% | -50.0% |
| 3Y | -52.6% | +46.0% | -98.7% | -61.1% |
| 5Y | +5.2% | +51.8% | -46.6% | -14.8% |
| 10Y | +4,178.1% | +307.5% | +3,870.6% | +2,230.8% |
| All | +130.0% | +891.3% | -761.3% | -9.6% |
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 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