-29.5%
NCLH vs W
-54.3%
+24.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.6% | -1.5% | -3.2% |
| 7D | +1.7% | -1.7% | +3.4% | +2.2% |
| 30D | +17.9% | +3.2% | +14.7% | +16.7% |
| 3M | -4.5% | +8.3% | -12.8% | -7.5% |
| 6M | +12.9% | +84.3% | -71.4% | -11.1% |
| YTD | -19.1% | +11.0% | -30.1% | -25.3% |
| 1Y | -4.6% | -0.2% | -4.4% | -9.1% |
| 3Y | +37.0% | +157.9% | -120.9% | -15.3% |
| 5Y | -29.5% | -56.8% | +27.3% | -50.5% |
| All | -29.5% | -54.3% | +24.8% | -50.5% |
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