-26.4%
WDAY vs CELH
-60.2%
+33.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.9% | +0.1% |
| 7D | -5.2% | -11.2% | +6.1% | -4.1% |
| 30D | +5.9% | -1.4% | +7.4% | +6.1% |
| 3M | +42.3% | -4.2% | +46.4% | +42.3% |
| 6M | +34.7% | -40.5% | +75.2% | +38.7% |
| YTD | -13.5% | -40.5% | +27.0% | -11.1% |
| 1Y | -18.1% | -53.0% | +34.9% | -14.8% |
| 3Y | -26.4% | -59.1% | +32.7% | -22.8% |
| All | -26.4% | -60.2% | +33.8% | -22.8% |
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