-58.0%
NCLH vs BBWI
-55.0%
-3.0%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.4% | -4.7% | -1.3% |
| 7D | -4.8% | -4.8% | 0.0% | -2.7% |
| 30D | -21.7% | +3.5% | -25.2% | -23.6% |
| 3M | -22.2% | -0.3% | -21.9% | -23.2% |
| 6M | -27.5% | -5.4% | -22.2% | -28.0% |
| YTD | -33.6% | -4.7% | -28.9% | -34.8% |
| 1Y | -45.0% | -30.5% | -14.5% | -39.2% |
| 3Y | -11.0% | -44.3% | +33.3% | +3.4% |
| 5Y | -39.7% | -66.9% | +27.1% | -14.4% |
| All | -58.0% | -55.0% | -3.0% | -68.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 10y: compounded portfolio wealth divided by compounded BBWI 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…
10y analysis · Full analysis span regression · 6 months rolling