-10.9%
NCLH vs BBWI
-47.8%
+37.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -6.3% | +2.8% | -1.0% |
| 7D | -4.6% | -4.4% | -0.2% | -3.0% |
| 30D | -19.9% | -7.4% | -12.6% | -18.1% |
| 3M | -22.0% | -2.2% | -19.7% | -22.0% |
| 6M | -28.3% | -16.3% | -12.0% | -24.7% |
| YTD | -33.5% | -9.1% | -24.3% | -32.9% |
| 1Y | -41.5% | -34.5% | -6.9% | -32.8% |
| All | -10.9% | -47.8% | +37.0% | +5.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling