-5.4%
CELH vs WST
-27.5%
+22.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.2% | -6.3% | -6.4% |
| 7D | -11.7% | -1.7% | -10.0% | -11.1% |
| 30D | +1.6% | -4.3% | +5.9% | +3.2% |
| 3M | -2.0% | +0.7% | -2.7% | -2.3% |
| 6M | -36.2% | +36.0% | -72.2% | -43.2% |
| YTD | -39.6% | +22.7% | -62.3% | -44.4% |
| 1Y | -50.7% | +34.1% | -84.8% | -56.2% |
| 3Y | -58.9% | -13.6% | -45.3% | -59.8% |
| 5Y | -5.4% | -26.0% | +20.6% | +20.6% |
| All | -5.4% | -27.5% | +22.1% | +20.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling