-10.9%
NCLH vs BWA
+67.1%
-78.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.5% | -2.0% | -2.7% |
| 7D | -4.6% | +0.1% | -4.7% | -4.7% |
| 30D | -19.9% | -5.6% | -14.4% | -17.7% |
| 3M | -22.0% | -10.7% | -11.3% | -17.7% |
| 6M | -28.3% | +23.2% | -51.5% | -37.7% |
| YTD | -33.5% | +46.0% | -79.5% | -49.6% |
| 1Y | -41.5% | +51.2% | -92.6% | -56.9% |
| All | -10.9% | +67.1% | -78.0% | -46.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling