-6.5%
NCLH vs SW
+19.6%
-26.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.7% |
| 7D | -6.5% | -5.1% | -1.4% | -4.1% |
| 30D | -23.3% | -4.6% | -18.7% | -21.5% |
| 3M | -18.6% | +9.4% | -28.0% | -22.2% |
| 6M | -26.2% | +3.5% | -29.8% | -28.0% |
| YTD | -30.2% | +22.0% | -52.3% | -37.0% |
| 1Y | -39.2% | +2.2% | -41.4% | -41.1% |
| All | -6.5% | +19.6% | -26.1% | -14.1% |
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