-58.7%
NCLH vs W
+155.6%
-214.3%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.7% | +0.8% | -1.1% |
| 7D | -6.5% | +0.5% | -7.0% | -6.7% |
| 30D | -22.1% | -5.6% | -16.5% | -20.9% |
| 3M | -18.7% | +41.9% | -60.6% | -28.1% |
| 6M | -28.4% | +30.2% | -58.6% | -35.3% |
| YTD | -34.7% | -2.9% | -31.8% | -36.3% |
| 1Y | -42.7% | +11.6% | -54.3% | -47.2% |
| 3Y | -10.6% | +37.0% | -47.6% | -28.7% |
| 5Y | -40.7% | -62.8% | +22.1% | -45.7% |
| All | -58.7% | +155.6% | -214.3% | -84.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling