-37.2%
NCLH vs BBWI
-16.4%
-20.8%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -3.0% | -1.4% |
| 7D | -6.5% | +1.5% | -8.0% | -7.1% |
| 30D | -23.3% | -5.2% | -18.1% | -22.1% |
| 3M | -18.6% | +11.1% | -29.7% | -23.4% |
| 6M | -26.2% | -13.4% | -12.9% | -23.6% |
| YTD | -30.2% | +0.1% | -30.3% | -32.9% |
| 1Y | -39.2% | -36.1% | -3.0% | -30.1% |
| 3Y | -5.1% | -44.1% | +39.0% | +10.2% |
| 5Y | -36.8% | -66.2% | +29.5% | -11.3% |
| 10Y | -56.3% | -54.8% | -1.5% | -65.7% |
| All | -37.2% | -16.4% | -20.8% | -55.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling