-37.9%
NCLH vs WAB
+580.0%
-618.0%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.7% | -1.6% |
| 7D | -0.3% | +1.7% | -1.9% | -1.6% |
| 30D | -20.1% | -2.4% | -17.6% | -18.4% |
| 3M | -17.0% | +9.7% | -26.7% | -24.1% |
| 6M | -23.2% | +16.5% | -39.8% | -33.2% |
| YTD | -31.0% | +33.7% | -64.8% | -46.5% |
| 1Y | -37.3% | +49.7% | -86.9% | -55.7% |
| 3Y | -5.6% | +170.9% | -176.5% | -59.1% |
| 5Y | -37.0% | +228.0% | -265.0% | -76.0% |
| 10Y | -55.3% | +284.8% | -340.1% | -86.3% |
| All | -37.9% | +580.0% | -618.0% | -86.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded WAB 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling