+253.9%
WBD vs CELH
+245.5%
+8.4%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.5% | +5.7% | -0.6% |
| 7D | -1.7% | -11.7% | +10.0% | -1.3% |
| 30D | +3.9% | +1.6% | +2.3% | +3.8% |
| 3M | +5.1% | -2.0% | +7.0% | +4.9% |
| 6M | +0.6% | -36.2% | +36.8% | +1.6% |
| YTD | -3.2% | -39.6% | +36.4% | -2.1% |
| 1Y | +127.7% | -50.7% | +178.3% | +131.1% |
| 3Y | +146.6% | -58.9% | +205.4% | +149.1% |
| 5Y | +4.2% | -5.4% | +9.6% | +2.2% |
| 10Y | +13.7% | +3,848.6% | -3,834.9% | +2.8% |
| All | +253.9% | +245.5% | +8.4% | +165.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling