-40.7%
NCLH vs BWA
+86.5%
-127.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.7% | -2.5% | -2.4% |
| 7D | -6.5% | -0.1% | -6.5% | -6.5% |
| 30D | -22.1% | -5.5% | -16.6% | -19.2% |
| 3M | -18.7% | -7.6% | -11.1% | -15.3% |
| 6M | -28.4% | +25.0% | -53.4% | -41.2% |
| YTD | -34.7% | +47.0% | -81.7% | -54.9% |
| 1Y | -42.7% | +54.0% | -96.7% | -62.3% |
| 3Y | -10.6% | +70.7% | -81.3% | -48.1% |
| 5Y | -40.7% | +86.7% | -127.4% | -69.9% |
| All | -40.7% | +86.5% | -127.3% | -69.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling