-37.9%
NCLH vs BWA
+138.8%
-176.7%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | +0.2% |
| 7D | -0.3% | +4.3% | -4.5% | -3.3% |
| 30D | -20.1% | -2.9% | -17.2% | -18.7% |
| 3M | -17.0% | -12.4% | -4.6% | -10.3% |
| 6M | -23.2% | +28.6% | -51.8% | -37.9% |
| YTD | -31.0% | +48.2% | -79.3% | -51.8% |
| 1Y | -37.3% | +50.9% | -88.2% | -57.0% |
| 3Y | -5.6% | +72.2% | -77.7% | -43.4% |
| 5Y | -37.0% | +91.1% | -128.0% | -64.9% |
| 10Y | -55.3% | +144.0% | -199.3% | -79.7% |
| All | -37.9% | +138.8% | -176.7% | -71.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded BWA 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling