-41.4%
NCLH vs NWSA
+40.0%
-81.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.5% |
| 7D | -4.8% | -2.8% | -2.0% | -2.4% |
| 30D | -21.7% | +3.0% | -24.7% | -23.8% |
| 3M | -22.2% | +12.3% | -34.6% | -30.5% |
| 6M | -27.5% | +21.9% | -49.4% | -40.2% |
| YTD | -33.6% | +13.6% | -47.2% | -41.9% |
| 1Y | -45.0% | +0.5% | -45.5% | -46.3% |
| 3Y | -11.0% | +43.8% | -54.8% | -37.8% |
| All | -41.4% | +40.0% | -81.4% | -59.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling