+135.9%
WMT vs CELH
-10.8%
+146.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.2% | -0.9% | +1.3% |
| 7D | 0.0% | -11.2% | +11.2% | +0.3% |
| 30D | -7.4% | -1.4% | -6.0% | -7.4% |
| 3M | -10.9% | -4.2% | -6.7% | -10.9% |
| 6M | -12.7% | -40.5% | +27.8% | -11.5% |
| YTD | -3.2% | -40.5% | +37.3% | -2.0% |
| 1Y | +5.3% | -53.0% | +58.3% | +7.2% |
| 3Y | +101.9% | -59.1% | +160.9% | +104.6% |
| All | +135.9% | -10.8% | +146.7% | +129.9% |
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