+142.1%
WBD vs CELH
-60.2%
+202.4%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.8% | -0.8% |
| 7D | -0.7% | -11.2% | +10.5% | +0.5% |
| 30D | +1.4% | -1.4% | +2.9% | +1.4% |
| 3M | +4.4% | -4.2% | +8.5% | +3.9% |
| 6M | +0.8% | -40.5% | +41.3% | +6.3% |
| YTD | -2.7% | -40.5% | +37.8% | +2.2% |
| 1Y | +73.4% | -53.0% | +126.4% | +86.3% |
| 3Y | +142.1% | -59.1% | +201.2% | +125.3% |
| All | +142.1% | -60.2% | +202.4% | +125.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CELH.
Daily Out/Under-Performance
Portfolio return minus CELH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CELH 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 CELH 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