+282.6%
WDAY vs CELH
+26,772.7%
-26,490.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.6% | -1.3% | -4.6% |
| 7D | -6.1% | -3.8% | -2.3% | -5.9% |
| 30D | +3.7% | +6.4% | -2.7% | +3.3% |
| 3M | +29.6% | +5.6% | +24.0% | +28.9% |
| 6M | +23.3% | -31.1% | +54.5% | +25.5% |
| YTD | -13.3% | -35.4% | +22.1% | -11.5% |
| 1Y | -19.6% | -46.9% | +27.2% | -17.4% |
| 3Y | -25.7% | -56.0% | +30.3% | -24.3% |
| 5Y | -31.6% | +1.2% | -32.8% | -34.6% |
| 10Y | +109.9% | +4,043.9% | -3,934.0% | +80.2% |
| All | +282.6% | +26,772.7% | -26,490.1% | +234.5% |
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