+916.1%
WDC vs CELH
-10.8%
+926.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.2% | -5.2% | -3.3% |
| 7D | -4.3% | -11.2% | +6.9% | -2.8% |
| 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% | +76.7% |
| YTD | +159.9% | -40.5% | +200.3% | +174.9% |
| 1Y | +366.0% | -53.0% | +419.0% | +404.6% |
| 3Y | +1,285.8% | -59.1% | +1,344.9% | +1,367.8% |
| All | +916.1% | -10.8% | +926.9% | +729.3% |
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