+37.9%
NCLH vs W
+160.9%
-123.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.6% | -1.5% | -3.1% |
| 7D | +1.7% | -1.7% | +3.4% | +2.3% |
| 30D | +17.9% | +3.2% | +14.7% | +16.6% |
| 3M | -4.5% | +8.3% | -12.8% | -7.7% |
| 6M | +12.9% | +84.3% | -71.4% | -12.9% |
| YTD | -19.1% | +11.0% | -30.1% | -26.0% |
| 1Y | -4.6% | -0.2% | -4.4% | -9.8% |
| All | +37.9% | +160.9% | -123.0% | -15.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling