+1,188.5%
WDC vs CELH
+3,788.6%
-2,600.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.2% | -5.2% | -3.2% |
| 7D | -4.3% | -11.2% | +6.9% | -3.0% |
| 30D | -1.5% | -1.4% | 0.0% | -1.6% |
| 3M | -15.5% | -4.2% | -11.3% | -15.8% |
| 6M | +66.5% | -40.5% | +106.9% | +75.1% |
| YTD | +159.9% | -40.5% | +200.3% | +172.6% |
| 1Y | +366.0% | -53.0% | +419.0% | +398.9% |
| 3Y | +1,285.8% | -59.1% | +1,344.9% | +1,349.5% |
| 5Y | +925.6% | -10.7% | +936.3% | +817.1% |
| All | +1,188.5% | +3,788.6% | -2,600.0% | +621.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling