-30.8%
WDAY vs CELH
-9.3%
-21.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.7% | +3.1% | +0.1% |
| 7D | -10.5% | -15.8% | +5.2% | -7.8% |
| 30D | +2.1% | -5.2% | +7.3% | +3.0% |
| 3M | +34.6% | -6.1% | +40.8% | +35.2% |
| 6M | +29.9% | -40.9% | +70.8% | +40.3% |
| YTD | -13.8% | -41.8% | +28.0% | -7.2% |
| 1Y | -18.3% | -52.6% | +34.4% | -9.7% |
| 3Y | -26.2% | -60.4% | +34.2% | -20.7% |
| 5Y | -30.8% | -12.6% | -18.2% | -50.3% |
| All | -30.8% | -9.3% | -21.5% | -50.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling