+36.7%
NCLH vs SW
+39.0%
-2.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.4% |
| 7D | +2.0% | +2.3% | -0.3% | +0.9% |
| 30D | +19.1% | +6.8% | +12.3% | +15.4% |
| 3M | -7.5% | -5.2% | -2.3% | -5.1% |
| 6M | +1.0% | +7.4% | -6.5% | -2.9% |
| YTD | -19.7% | +17.4% | -37.1% | -26.4% |
| 1Y | -1.8% | +27.1% | -28.8% | -13.3% |
| 3Y | +36.7% | +47.9% | -11.2% | +18.9% |
| All | +36.7% | +39.0% | -2.3% | +18.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling