-40.1%
NCLH vs GWW
+654.7%
-694.8%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.8% | -2.7% | -3.0% |
| 7D | -4.6% | -0.5% | -4.2% | -4.4% |
| 30D | -19.9% | -1.4% | -18.5% | -19.3% |
| 3M | -22.0% | -3.6% | -18.3% | -20.6% |
| 6M | -28.3% | +15.1% | -43.4% | -34.4% |
| YTD | -33.5% | +27.5% | -60.9% | -43.2% |
| 1Y | -41.5% | +29.6% | -71.1% | -50.3% |
| 3Y | -8.9% | +90.1% | -99.0% | -37.8% |
| 5Y | -40.5% | +222.6% | -263.1% | -69.9% |
| 10Y | -57.0% | +566.5% | -623.5% | -84.1% |
| All | -40.1% | +654.7% | -694.8% | -77.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling