-58.0%
NCLH vs WAB
+296.8%
-354.8%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.7% | +0.8% |
| 7D | -4.8% | +0.1% | -4.9% | -4.9% |
| 30D | -21.7% | -4.1% | -17.6% | -18.6% |
| 3M | -22.2% | +8.2% | -30.4% | -28.7% |
| 6M | -27.5% | +15.4% | -42.9% | -37.2% |
| YTD | -33.6% | +33.1% | -66.7% | -49.5% |
| 1Y | -45.0% | +48.1% | -93.0% | -62.1% |
| 3Y | -11.0% | +167.7% | -178.8% | -64.3% |
| 5Y | -39.7% | +225.7% | -265.4% | -79.3% |
| All | -58.0% | +296.8% | -354.8% | -88.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling