-59.1%
CELH vs WTW
+61.9%
-120.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.2% | +2.2% |
| 7D | -11.2% | -5.7% | -5.5% | -10.0% |
| 30D | -1.4% | -7.3% | +5.8% | +0.3% |
| 3M | -4.2% | +21.5% | -25.6% | -7.2% |
| 6M | -40.5% | +9.6% | -50.1% | -41.6% |
| YTD | -40.5% | -3.3% | -37.2% | -40.7% |
| 1Y | -53.0% | -6.1% | -46.9% | -53.0% |
| 3Y | -59.1% | +61.8% | -120.9% | -60.5% |
| All | -59.1% | +61.9% | -120.9% | -60.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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