+3,733.8%
CELH vs WSM
+1,071.8%
+2,662.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.1% | +1.1% | +1.8% |
| 7D | -11.2% | -0.5% | -10.7% | -11.0% |
| 30D | -1.4% | -7.7% | +6.3% | +1.5% |
| 3M | -4.2% | +3.8% | -7.9% | -5.5% |
| 6M | -40.5% | +22.7% | -63.1% | -45.1% |
| YTD | -40.5% | +28.0% | -68.5% | -46.2% |
| 1Y | -53.0% | +12.7% | -65.7% | -55.5% |
| 3Y | -59.1% | +231.3% | -290.3% | -76.5% |
| 5Y | -10.7% | +177.2% | -187.9% | -46.6% |
| All | +3,733.8% | +1,071.8% | +2,662.0% | +1,424.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling