+417.4%
WDC vs CELH
-50.1%
+467.5%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -3.0% | +8.9% | +6.1% |
| 7D | +1.7% | -7.0% | +8.8% | +2.3% |
| 30D | -10.0% | +5.2% | -15.1% | -10.1% |
| 3M | -18.8% | +10.5% | -29.2% | -19.4% |
| 6M | +79.0% | -32.7% | +111.7% | +88.8% |
| YTD | +171.6% | -33.0% | +204.5% | +186.1% |
| 1Y | +417.4% | -49.5% | +466.9% | +449.3% |
| All | +417.4% | -50.1% | +467.5% | +449.3% |
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 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