-41.4%
NCLH vs GWW
+222.0%
-263.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.3% |
| 7D | -4.8% | -3.4% | -1.5% | -2.6% |
| 30D | -21.7% | -1.9% | -19.8% | -20.7% |
| 3M | -22.2% | -2.4% | -19.9% | -21.5% |
| 6M | -27.5% | +15.7% | -43.3% | -35.1% |
| YTD | -33.6% | +27.6% | -61.2% | -45.2% |
| 1Y | -45.0% | +27.2% | -72.2% | -54.4% |
| 3Y | -11.0% | +89.7% | -100.7% | -43.6% |
| All | -41.4% | +222.0% | -263.4% | -72.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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