+130.0%
CELH vs WST
+1,572.7%
-1,442.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.8% | -2.2% | -2.7% |
| 7D | -7.0% | +0.7% | -7.8% | -7.3% |
| 30D | +5.2% | -3.1% | +8.3% | +6.4% |
| 3M | +10.5% | +7.2% | +3.3% | +7.8% |
| 6M | -32.7% | +36.8% | -69.5% | -39.7% |
| YTD | -33.0% | +23.8% | -56.8% | -38.2% |
| 1Y | -49.5% | +37.8% | -87.3% | -55.2% |
| 3Y | -52.6% | -15.9% | -36.7% | -54.1% |
| 5Y | +5.2% | -25.8% | +31.0% | +5.1% |
| 10Y | +4,178.1% | +319.6% | +3,858.5% | +2,542.2% |
| All | +130.0% | +1,572.7% | -1,442.7% | +8.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling