+3,709.0%
WDC vs CELH
+232.9%
+3,476.2%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.7% | -0.8% | -4.3% |
| 7D | +4.4% | -15.8% | +20.2% | +5.0% |
| 30D | +5.3% | -5.2% | +10.5% | +5.4% |
| 3M | -5.9% | -6.1% | +0.2% | -5.9% |
| 6M | +73.2% | -40.9% | +114.1% | +75.5% |
| YTD | +167.8% | -41.8% | +209.6% | +171.4% |
| 1Y | +386.0% | -52.6% | +438.6% | +394.6% |
| 3Y | +1,309.7% | -60.4% | +1,370.1% | +1,328.3% |
| 5Y | +957.1% | -12.6% | +969.7% | +936.2% |
| 10Y | +1,246.7% | +3,704.3% | -2,457.6% | +1,099.3% |
| All | +3,709.0% | +232.9% | +3,476.2% | +2,788.8% |
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