-1.0%
NCLH vs NWSA
+18.2%
-19.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +3.7% | +3.0% | +4.9% |
| 7D | +15.8% | +4.3% | +11.6% | +13.6% |
| 30D | +25.1% | +5.6% | +19.5% | +21.8% |
| 3M | -7.3% | +7.3% | -14.6% | -10.9% |
| 6M | +8.1% | +18.8% | -10.7% | -1.6% |
| YTD | -16.7% | +17.9% | -34.5% | -23.0% |
| 1Y | -1.0% | +19.3% | -20.4% | -9.6% |
| All | -1.0% | +18.2% | -19.3% | -9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 1y: compounded portfolio wealth divided by compounded NWSA 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…
1y analysis · Full analysis span regression · 6 months rolling