-49.5%
CELH vs WSM
+19.9%
-69.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.1% | -5.1% | -3.8% |
| 7D | -7.0% | -3.3% | -3.8% | -5.8% |
| 30D | +5.2% | -8.4% | +13.6% | +9.0% |
| 3M | +10.5% | +9.7% | +0.8% | +6.7% |
| 6M | -32.7% | +16.7% | -49.4% | -36.9% |
| YTD | -33.0% | +28.7% | -61.6% | -40.0% |
| 1Y | -49.5% | +13.7% | -63.2% | -54.2% |
| All | -49.5% | +19.9% | -69.4% | -54.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 1y: compounded portfolio wealth divided by compounded WSM 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…
1y analysis · Full analysis span regression · 6 months rolling