-41.4%
NCLH vs FWONK
+97.7%
-139.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -17.6% |
| 3M | -22.2% | +5.7% | -28.0% | -25.4% |
| 6M | -27.5% | +13.5% | -41.0% | -33.8% |
| YTD | -33.6% | -3.0% | -30.6% | -33.3% |
| 1Y | -45.0% | -6.4% | -38.6% | -43.6% |
| 3Y | -11.0% | +43.8% | -54.9% | -35.0% |
| All | -41.4% | +97.7% | -139.1% | -70.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling