-42.7%
NCLH vs W
+13.1%
-55.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -20.8% |
| 3M | -18.7% | +41.9% | -60.6% | -29.9% |
| 6M | -28.4% | +30.2% | -58.6% | -37.2% |
| YTD | -34.7% | -2.9% | -31.8% | -39.1% |
| 1Y | -42.7% | +11.6% | -54.3% | -46.6% |
| All | -42.7% | +13.1% | -55.8% | -46.6% |
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