-2.6%
NCLH vs SW
+27.9%
-30.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.5% | -3.0% | -3.6% |
| 7D | -2.5% | +4.7% | -7.2% | -5.1% |
| 30D | +14.5% | +5.0% | +9.5% | +11.2% |
| 3M | -12.5% | -7.3% | -5.2% | -8.7% |
| 6M | +4.8% | +15.0% | -10.1% | -4.1% |
| YTD | -20.4% | +18.5% | -38.9% | -28.6% |
| All | -2.6% | +27.9% | -30.5% | -16.9% |
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