-40.5%
NCLH vs W
-62.3%
+21.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.2% | -3.7% | -3.6% |
| 7D | -4.6% | +5.9% | -10.5% | -6.5% |
| 30D | -19.9% | -3.0% | -16.9% | -19.3% |
| 3M | -22.0% | +40.3% | -62.3% | -32.2% |
| 6M | -28.3% | +32.2% | -60.5% | -36.8% |
| YTD | -33.5% | -0.3% | -33.2% | -36.1% |
| 1Y | -41.5% | +16.2% | -57.6% | -47.7% |
| 3Y | -8.9% | +40.7% | -49.6% | -31.8% |
| 5Y | -40.5% | -62.3% | +21.9% | -53.0% |
| All | -40.5% | -62.3% | +21.8% | -53.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling