+1,328.4%
WDC vs CELH
-61.1%
+1,389.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.7% | -0.8% | -4.1% |
| 7D | +4.4% | -15.8% | +20.2% | +5.9% |
| 30D | +5.3% | -5.2% | +10.5% | +5.5% |
| 3M | -5.9% | -6.1% | +0.2% | -5.8% |
| 6M | +73.2% | -40.9% | +114.1% | +80.7% |
| YTD | +167.8% | -41.8% | +209.6% | +179.3% |
| 1Y | +386.0% | -52.6% | +438.6% | +411.7% |
| All | +1,328.4% | -61.1% | +1,389.5% | +1,347.3% |
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 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