-11.0%
NCLH vs FWONK
+44.6%
-55.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.6% | +1.6% |
| 7D | -4.8% | +0.1% | -4.9% | -4.9% |
| 30D | -21.7% | -7.7% | -13.9% | -18.8% |
| 3M | -22.2% | +5.7% | -28.0% | -24.4% |
| 6M | -27.5% | +13.5% | -41.0% | -31.7% |
| YTD | -33.6% | -3.0% | -30.6% | -33.2% |
| 1Y | -45.0% | -6.4% | -38.6% | -43.8% |
| 3Y | -11.0% | +43.8% | -54.9% | -20.8% |
| All | -11.0% | +44.6% | -55.7% | -20.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling