+141.2%
CELH vs WM
+974.2%
-833.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -2.1% | +9.1% | +7.9% |
| 7D | +10.4% | +1.2% | +9.2% | +9.8% |
| 30D | +19.5% | +13.1% | +6.4% | +13.2% |
| 3M | +35.3% | +3.6% | +31.7% | +33.0% |
| 6M | -2.0% | +8.1% | -10.0% | -5.8% |
| YTD | -29.7% | +8.9% | -38.6% | -33.0% |
| 1Y | -28.6% | +20.3% | -49.0% | -35.0% |
| 3Y | -45.5% | +46.2% | -91.6% | -55.2% |
| 5Y | -10.7% | +59.9% | -70.6% | -29.3% |
| 10Y | +4,822.5% | +345.6% | +4,476.9% | +2,483.8% |
| All | +141.2% | +974.2% | -833.0% | -8.5% |
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 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