-27.6%
NCLH vs BWA
+83.4%
-111.0%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.4% |
| 7D | +0.2% | +4.3% | -4.0% | -2.8% |
| 30D | +20.8% | -13.0% | +33.8% | +32.4% |
| 3M | -8.1% | -24.8% | +16.7% | +11.2% |
| 6M | +11.8% | -23.5% | +35.3% | +30.9% |
| YTD | -19.5% | +13.8% | -33.4% | -32.7% |
| 1Y | -3.2% | +13.4% | -16.7% | -19.0% |
| 3Y | +37.1% | +62.8% | -25.7% | -15.1% |
| 5Y | -29.9% | +28.5% | -58.4% | -48.3% |
| 10Y | -53.3% | +95.4% | -148.6% | -75.0% |
| All | -27.6% | +83.4% | -111.0% | -59.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling