-1.0%
NCLH vs SW
+29.5%
-30.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +4.1% | +2.7% | +4.3% |
| 7D | +15.8% | +12.1% | +3.8% | +8.5% |
| 30D | +25.1% | +6.6% | +18.5% | +20.4% |
| 3M | -7.3% | -6.0% | -1.3% | -4.2% |
| 6M | +8.1% | +21.5% | -13.3% | -4.2% |
| YTD | -16.7% | +20.3% | -37.0% | -26.1% |
| 1Y | -1.0% | +28.1% | -29.2% | -15.9% |
| All | -1.0% | +29.5% | -30.5% | -15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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