-45.0%
NCLH vs NWSA
+3.0%
-48.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.6% |
| 7D | -4.8% | -2.8% | -2.0% | -3.4% |
| 30D | -21.7% | +3.0% | -24.7% | -22.9% |
| 3M | -22.2% | +12.3% | -34.6% | -26.8% |
| 6M | -27.5% | +21.9% | -49.4% | -35.1% |
| YTD | -33.6% | +13.6% | -47.2% | -37.9% |
| 1Y | -45.0% | +0.5% | -45.5% | -48.5% |
| All | -45.0% | +3.0% | -48.0% | -48.5% |
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