-48.7%
NCLH vs W
+210.9%
-259.6%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -0.9% | -0.7% |
| 7D | +0.2% | +0.2% | +0.1% | +0.2% |
| 30D | +20.8% | +6.8% | +14.0% | +18.8% |
| 3M | -8.1% | +10.7% | -18.8% | -10.8% |
| 6M | +11.8% | +86.3% | -74.5% | -7.2% |
| YTD | -19.5% | +11.5% | -31.0% | -24.2% |
| 1Y | -3.2% | +5.1% | -8.3% | -7.6% |
| 3Y | +37.1% | +171.0% | -133.9% | -4.9% |
| 5Y | -29.9% | -56.6% | +26.7% | -37.8% |
| 10Y | -53.3% | +213.4% | -266.7% | -79.7% |
| All | -48.7% | +210.9% | -259.6% | -77.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling