-59.1%
CELH vs WU
-28.7%
-30.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.6% | +1.6% | +2.1% |
| 7D | -11.2% | -3.5% | -7.7% | -10.4% |
| 30D | -1.4% | -2.9% | +1.5% | -0.7% |
| 3M | -4.2% | -2.3% | -1.9% | -4.5% |
| 6M | -40.5% | -25.4% | -15.1% | -36.8% |
| YTD | -40.5% | -21.2% | -19.3% | -37.8% |
| 1Y | -53.0% | -8.9% | -44.1% | -53.6% |
| 3Y | -59.1% | -29.0% | -30.1% | -56.0% |
| All | -59.1% | -28.7% | -30.3% | -56.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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