-58.4%
CELH vs WMB
+145.3%
-203.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.9% | -5.6% | -6.4% |
| 7D | -11.7% | 0.0% | -11.7% | -11.7% |
| 30D | +1.6% | +4.6% | -3.0% | +0.6% |
| 3M | -2.0% | +5.7% | -7.7% | -3.6% |
| 6M | -36.2% | +4.2% | -40.4% | -37.2% |
| YTD | -39.6% | +26.8% | -66.4% | -43.9% |
| 1Y | -50.7% | +34.7% | -85.4% | -55.3% |
| All | -58.4% | +145.3% | -203.8% | -74.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling