-12.6%
CELH vs WMB
+270.0%
-282.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.1% | -0.6% | -2.6% |
| 7D | -15.8% | -1.7% | -14.1% | -15.3% |
| 30D | -5.2% | +0.7% | -5.9% | -5.8% |
| 3M | -6.1% | +1.5% | -7.7% | -7.5% |
| 6M | -40.9% | +0.1% | -40.9% | -41.6% |
| YTD | -41.8% | +22.9% | -64.7% | -47.6% |
| 1Y | -52.6% | +27.9% | -80.5% | -58.3% |
| 3Y | -60.4% | +139.1% | -199.5% | -76.0% |
| 5Y | -12.6% | +270.9% | -283.6% | -48.3% |
| All | -12.6% | +270.0% | -282.7% | -48.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling