-55.5%
CELH vs WST
-13.5%
-42.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.7% | -2.9% | -3.5% |
| 7D | -3.8% | -0.3% | -3.5% | -3.7% |
| 30D | +6.4% | -4.6% | +11.1% | +7.3% |
| 3M | +5.6% | +5.7% | -0.1% | +4.6% |
| 6M | -31.1% | +37.6% | -68.7% | -34.6% |
| YTD | -35.4% | +23.0% | -58.4% | -37.7% |
| 1Y | -46.9% | +33.8% | -80.7% | -49.4% |
| All | -55.5% | -13.5% | -42.0% | -53.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling