-51.3%
NCLH vs SW
+184.4%
-235.7%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | +6.3% | +2.2% | +4.1% | +5.7% |
| 30D | +18.9% | +7.4% | +11.4% | +16.8% |
| 3M | -0.2% | -5.9% | +5.7% | +1.5% |
| 6M | +8.4% | +9.0% | -0.6% | +6.1% |
| YTD | -17.1% | +18.1% | -35.2% | -20.4% |
| 1Y | -2.8% | +28.7% | -31.4% | -8.6% |
| 3Y | +40.4% | +48.8% | -8.3% | +28.9% |
| 5Y | -30.8% | +2.5% | -33.2% | -34.8% |
| 10Y | -51.3% | +184.4% | -235.7% | -62.4% |
| All | -51.3% | +184.4% | -235.7% | -62.4% |
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