+143.1%
CELH vs WST
+1,950.1%
-1,807.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.4% | +1.2% |
| 7D | +0.8% | +4.2% | -3.4% | -0.6% |
| 30D | +19.3% | +11.2% | +8.1% | +15.1% |
| 3M | +12.6% | +20.4% | -7.7% | +5.8% |
| 6M | +16.4% | +37.9% | -21.5% | +4.3% |
| YTD | -29.1% | +51.8% | -80.9% | -39.0% |
| 1Y | -26.3% | +56.6% | -83.0% | -37.4% |
| 3Y | -40.1% | +24.2% | -64.3% | -49.8% |
| 5Y | +16.7% | +0.7% | +16.0% | +5.5% |
| 10Y | +4,466.2% | +456.3% | +4,009.9% | +2,486.3% |
| All | +143.1% | +1,950.1% | -1,807.0% | +6.7% |
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