-39.6%
NCLH vs BBWI
-69.0%
+29.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -6.3% | +2.8% | -0.6% |
| 7D | -4.6% | -4.4% | -0.2% | -2.7% |
| 30D | -19.9% | -7.4% | -12.6% | -17.9% |
| 3M | -22.0% | -2.2% | -19.7% | -22.1% |
| 6M | -28.3% | -16.3% | -12.0% | -24.4% |
| YTD | -33.5% | -9.1% | -24.3% | -33.2% |
| 1Y | -41.5% | -34.5% | -6.9% | -32.7% |
| 3Y | -8.9% | -47.0% | +38.1% | +8.5% |
| All | -39.6% | -69.0% | +29.4% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling