+127.9%
WFC vs CELH
-9.3%
+137.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.7% | +3.4% | 0.0% |
| 7D | +0.3% | -15.8% | +16.0% | +1.6% |
| 30D | +2.3% | -5.2% | +7.5% | +2.6% |
| 3M | +9.8% | -6.1% | +15.9% | +9.7% |
| 6M | +15.6% | -40.9% | +56.4% | +19.4% |
| YTD | -2.4% | -41.8% | +39.3% | +0.7% |
| 1Y | +13.8% | -52.6% | +66.5% | +18.9% |
| 3Y | +134.6% | -60.4% | +195.0% | +143.9% |
| 5Y | +127.9% | -12.6% | +140.6% | +99.7% |
| All | +127.9% | -9.3% | +137.2% | +99.7% |
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