-15.3%
WDAY vs CELH
-50.1%
+34.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.0% | -2.4% | -4.9% |
| 7D | -4.4% | -7.0% | +2.7% | -3.2% |
| 30D | +14.7% | +5.2% | +9.6% | +12.9% |
| 3M | +32.4% | +10.5% | +21.9% | +29.4% |
| 6M | +36.9% | -32.7% | +69.6% | +38.5% |
| YTD | -8.8% | -33.0% | +24.1% | -7.9% |
| 1Y | -15.3% | -49.5% | +34.2% | -12.2% |
| All | -15.3% | -50.1% | +34.8% | -12.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling