-48.4%
NCLH vs W
+209.7%
-258.1%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.6% | -1.5% | -3.3% |
| 7D | +1.7% | -1.7% | +3.4% | +2.1% |
| 30D | +17.9% | +3.2% | +14.7% | +17.0% |
| 3M | -4.5% | +8.3% | -12.8% | -6.8% |
| 6M | +12.9% | +84.3% | -71.4% | -6.1% |
| YTD | -19.1% | +11.0% | -30.1% | -23.7% |
| 1Y | -4.6% | -0.2% | -4.4% | -7.7% |
| 3Y | +37.0% | +157.9% | -120.9% | -3.8% |
| 5Y | -29.5% | -56.8% | +27.3% | -37.4% |
| 10Y | -53.0% | +212.2% | -265.2% | -79.6% |
| All | -48.4% | +209.7% | -258.1% | -77.7% |
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