-59.1%
CELH vs WWD
+167.6%
-226.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.4% | +0.9% | +2.0% |
| 7D | -11.2% | -2.6% | -8.6% | -10.8% |
| 30D | -1.4% | -6.9% | +5.5% | -0.3% |
| 3M | -4.2% | -13.0% | +8.9% | -2.0% |
| 6M | -40.5% | -12.5% | -28.0% | -39.4% |
| YTD | -40.5% | +11.8% | -52.3% | -43.5% |
| 1Y | -53.0% | +41.1% | -94.1% | -58.2% |
| 3Y | -59.1% | +163.1% | -222.1% | -70.2% |
| All | -59.1% | +167.6% | -226.7% | -70.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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