+326.7%
WFC vs CELH
+245.5%
+81.2%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -6.5% | +8.4% | +2.1% |
| 7D | +0.4% | -11.7% | +12.1% | +0.7% |
| 30D | +2.5% | +1.6% | +0.9% | +2.4% |
| 3M | +10.0% | -2.0% | +11.9% | +9.9% |
| 6M | +15.1% | -36.2% | +51.2% | +15.9% |
| YTD | -2.2% | -39.6% | +37.4% | -1.4% |
| 1Y | +13.5% | -50.7% | +64.1% | +14.7% |
| 3Y | +135.2% | -58.9% | +194.1% | +137.1% |
| 5Y | +128.3% | -5.4% | +133.7% | +124.2% |
| 10Y | +142.4% | +3,848.6% | -3,706.2% | +121.5% |
| All | +326.7% | +245.5% | +81.2% | +250.3% |
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 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