+3,733.8%
CELH vs WMB
+307.8%
+3,426.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.4% | +2.0% |
| 7D | -11.2% | -1.0% | -10.2% | -11.0% |
| 30D | -1.4% | -0.4% | -1.0% | -1.5% |
| 3M | -4.2% | +3.2% | -7.4% | -5.6% |
| 6M | -40.5% | +0.1% | -40.5% | -41.0% |
| YTD | -40.5% | +23.9% | -64.4% | -44.7% |
| 1Y | -53.0% | +27.6% | -80.6% | -56.8% |
| 3Y | -59.1% | +141.9% | -201.0% | -69.3% |
| 5Y | -10.7% | +273.8% | -284.5% | -39.8% |
| All | +3,733.8% | +307.8% | +3,426.0% | +2,396.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WMB.
Daily Out/Under-Performance
Portfolio return minus WMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMB 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded WMB 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling