-59.1%
CELH vs WPM
+267.3%
-326.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.1% | +0.1% | +1.8% |
| 7D | -11.2% | -0.6% | -10.7% | -11.1% |
| 30D | -1.4% | +14.4% | -15.9% | -3.8% |
| 3M | -4.2% | +37.0% | -41.1% | -8.9% |
| 6M | -40.5% | +4.1% | -44.6% | -41.1% |
| YTD | -40.5% | +31.7% | -72.2% | -44.1% |
| 1Y | -53.0% | +44.2% | -97.2% | -56.9% |
| 3Y | -59.1% | +265.5% | -324.5% | -73.5% |
| All | -59.1% | +267.3% | -326.3% | -73.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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