-56.3%
NCLH vs SW
+179.5%
-235.8%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.9% | -2.1% | -3.5% |
| 7D | +1.7% | -3.0% | +4.7% | +2.5% |
| 30D | +17.9% | +4.2% | +13.7% | +16.8% |
| 3M | -4.5% | -11.5% | +7.0% | -1.3% |
| 6M | +12.9% | +8.6% | +4.3% | +10.7% |
| YTD | -19.1% | +15.0% | -34.1% | -21.8% |
| 1Y | -4.6% | +25.7% | -30.3% | -9.8% |
| 3Y | +37.0% | +44.8% | -7.8% | +26.6% |
| 5Y | -29.5% | -1.7% | -27.8% | -33.0% |
| All | -56.3% | +179.5% | -235.8% | -67.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling