-37.2%
NCLH vs BWA
+143.4%
-180.6%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -2.9% | -2.1% |
| 7D | -6.5% | +5.7% | -12.1% | -10.2% |
| 30D | -23.3% | +1.4% | -24.7% | -24.5% |
| 3M | -18.6% | -12.1% | -6.5% | -12.4% |
| 6M | -26.2% | +28.6% | -54.8% | -40.3% |
| YTD | -30.2% | +51.1% | -81.3% | -51.9% |
| 1Y | -39.2% | +55.9% | -95.0% | -59.3% |
| 3Y | -5.1% | +70.1% | -75.2% | -42.5% |
| 5Y | -36.8% | +90.7% | -127.4% | -64.7% |
| 10Y | -56.3% | +154.0% | -210.3% | -80.6% |
| All | -37.2% | +143.4% | -180.6% | -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 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