+107.3%
CELH vs WSM
+1,969.5%
-1,862.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.1% | -6.4% | -6.5% |
| 7D | -11.7% | +2.6% | -14.3% | -12.3% |
| 30D | +1.6% | -9.3% | +10.9% | +4.3% |
| 3M | -2.0% | +7.1% | -9.0% | -3.9% |
| 6M | -36.2% | +21.7% | -57.9% | -39.7% |
| YTD | -39.6% | +28.7% | -68.3% | -43.9% |
| 1Y | -50.7% | +13.9% | -64.5% | -52.7% |
| 3Y | -58.9% | +232.2% | -291.0% | -71.8% |
| 5Y | -5.4% | +176.4% | -181.8% | -32.8% |
| 10Y | +3,848.6% | +1,072.4% | +2,776.2% | +1,872.6% |
| All | +107.3% | +1,969.5% | -1,862.2% | -9.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling