-4.6%
NCLH vs FWONK
+7.3%
-11.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +7.7% | -12.2% | -6.6% |
| 7D | -2.5% | +15.0% | -17.5% | -6.8% |
| 30D | +14.5% | +11.5% | +3.0% | +10.3% |
| 3M | -12.5% | +10.9% | -23.4% | -15.4% |
| 6M | +4.8% | +21.9% | -17.0% | -1.5% |
| YTD | -20.4% | +8.1% | -28.6% | -24.8% |
| 1Y | -4.6% | +5.0% | -9.6% | -10.0% |
| All | -4.6% | +7.3% | -11.8% | -10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 1y: compounded portfolio wealth divided by compounded FWONK 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…
1y analysis · Full analysis span regression · 6 months rolling