-40.1%
NCLH vs ITW
+468.2%
-508.3%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.7% | -1.8% | -1.6% |
| 7D | -4.6% | -1.9% | -2.7% | -2.6% |
| 30D | -19.9% | -10.4% | -9.6% | -9.9% |
| 3M | -22.0% | +3.5% | -25.5% | -24.8% |
| 6M | -28.3% | -3.4% | -24.9% | -25.5% |
| YTD | -33.5% | +8.5% | -42.0% | -39.4% |
| 1Y | -41.5% | +3.2% | -44.7% | -43.9% |
| 3Y | -8.9% | +18.9% | -27.8% | -24.1% |
| 5Y | -40.5% | +35.0% | -75.5% | -56.1% |
| 10Y | -57.0% | +188.6% | -245.6% | -81.6% |
| All | -40.1% | +468.2% | -508.3% | -80.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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