-52.6%
NCLH vs NWSA
+121.6%
-174.1%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.7% | -2.8% | -3.0% |
| 7D | -4.6% | -3.4% | -1.2% | -2.0% |
| 30D | -19.9% | +3.9% | -23.9% | -22.4% |
| 3M | -22.0% | +8.9% | -30.8% | -27.5% |
| 6M | -28.3% | +21.2% | -49.5% | -39.0% |
| YTD | -33.5% | +13.8% | -47.3% | -40.9% |
| 1Y | -41.5% | +1.4% | -42.9% | -43.2% |
| 3Y | -8.9% | +44.0% | -52.9% | -32.3% |
| 5Y | -40.5% | +40.5% | -80.9% | -54.9% |
| 10Y | -57.0% | +149.2% | -206.2% | -79.0% |
| All | -52.6% | +121.6% | -174.1% | -76.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling