-2.8%
NCLH vs SW
+26.8%
-29.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.2% |
| 7D | +6.3% | +2.2% | +4.1% | +5.0% |
| 30D | +18.9% | +7.4% | +11.4% | +13.9% |
| 3M | -0.2% | -5.9% | +5.7% | +3.2% |
| 6M | +8.4% | +9.0% | -0.6% | +1.9% |
| YTD | -17.1% | +18.1% | -35.2% | -25.5% |
| 1Y | -2.8% | +28.7% | -31.4% | -17.3% |
| All | -2.8% | +26.8% | -29.6% | -17.3% |
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