-52.6%
NCLH vs SW
+182.7%
-235.3%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.2% |
| 7D | +2.0% | +2.3% | -0.3% | +1.4% |
| 30D | +19.1% | +6.8% | +12.3% | +17.1% |
| 3M | -7.5% | -5.2% | -2.3% | -6.1% |
| 6M | +1.0% | +7.4% | -6.5% | -0.8% |
| YTD | -19.7% | +17.4% | -37.1% | -22.8% |
| 1Y | -1.8% | +27.1% | -28.8% | -7.3% |
| 3Y | +36.7% | +47.9% | -11.2% | +25.6% |
| 5Y | -38.0% | -2.6% | -35.5% | -41.1% |
| All | -52.6% | +182.7% | -235.3% | -63.0% |
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