-12.6%
CELH vs WWD
+187.1%
-199.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.5% | -2.2% | -3.1% |
| 7D | -15.8% | -2.9% | -12.9% | -14.8% |
| 30D | -5.2% | -6.6% | +1.4% | -3.1% |
| 3M | -6.1% | -9.3% | +3.2% | -3.6% |
| 6M | -40.9% | -13.6% | -27.3% | -38.8% |
| YTD | -41.8% | +10.4% | -52.1% | -46.5% |
| 1Y | -52.6% | +39.9% | -92.5% | -61.3% |
| 3Y | -60.4% | +165.0% | -225.4% | -78.4% |
| 5Y | -12.6% | +183.8% | -196.4% | -57.4% |
| All | -12.6% | +187.1% | -199.7% | -57.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling