+3,650.7%
CELH vs WST
+341.6%
+3,309.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.2% | -5.8% | -4.5% |
| 7D | -15.8% | +0.4% | -16.2% | -15.9% |
| 30D | -5.2% | -2.0% | -3.2% | -4.5% |
| 3M | -6.1% | +4.1% | -10.2% | -7.7% |
| 6M | -40.9% | +47.4% | -88.3% | -49.2% |
| YTD | -41.8% | +25.4% | -67.2% | -47.2% |
| 1Y | -52.6% | +35.3% | -87.9% | -58.4% |
| 3Y | -60.4% | -11.7% | -48.7% | -62.4% |
| 5Y | -12.6% | -24.0% | +11.4% | -12.6% |
| All | +3,650.7% | +341.6% | +3,309.1% | +2,509.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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