-55.6%
NCLH vs W
+176.2%
-231.7%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.5% | -2.7% | -0.8% |
| 7D | -6.5% | -4.2% | -2.3% | -5.4% |
| 30D | -23.3% | -7.6% | -15.7% | -21.8% |
| 3M | -18.6% | +37.2% | -55.8% | -26.6% |
| 6M | -26.2% | +26.3% | -52.6% | -32.2% |
| YTD | -30.2% | -1.0% | -29.3% | -32.0% |
| 1Y | -39.2% | +20.1% | -59.2% | -44.5% |
| 3Y | -5.1% | +37.8% | -42.9% | -22.7% |
| 5Y | -36.8% | -63.7% | +26.9% | -41.5% |
| 10Y | -56.3% | +156.3% | -212.6% | -80.2% |
| All | -55.6% | +176.2% | -231.7% | -80.1% |
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