-39.2%
NCLH vs W
+25.7%
-64.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.5% | -2.7% | -0.9% |
| 7D | -6.5% | -4.2% | -2.3% | -5.3% |
| 30D | -23.3% | -7.6% | -15.7% | -21.5% |
| 3M | -18.6% | +37.2% | -55.8% | -28.9% |
| 6M | -26.2% | +26.3% | -52.6% | -34.8% |
| YTD | -30.2% | -1.0% | -29.3% | -35.3% |
| 1Y | -39.2% | +20.1% | -59.2% | -44.3% |
| All | -39.2% | +25.7% | -64.8% | -44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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