-1.0%
NCLH vs W
+21.5%
-22.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +11.0% | -4.2% | +2.6% |
| 7D | +15.8% | +8.4% | +7.4% | +12.5% |
| 30D | +25.1% | +16.5% | +8.6% | +18.3% |
| 3M | -7.3% | +6.4% | -13.8% | -10.0% |
| 6M | +8.1% | +90.5% | -82.4% | -20.8% |
| YTD | -16.7% | +23.1% | -39.7% | -28.3% |
| 1Y | -1.0% | +24.3% | -25.3% | -15.8% |
| All | -1.0% | +21.5% | -22.5% | -15.8% |
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