-40.7%
NCLH vs WAB
+220.1%
-260.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.8% |
| 7D | -6.5% | -0.2% | -6.3% | -6.3% |
| 30D | -22.1% | -5.9% | -16.2% | -17.2% |
| 3M | -18.7% | +9.4% | -28.1% | -27.1% |
| 6M | -28.4% | +13.8% | -42.2% | -38.4% |
| YTD | -34.7% | +31.8% | -66.5% | -51.8% |
| 1Y | -42.7% | +48.5% | -91.2% | -62.7% |
| 3Y | -10.6% | +167.0% | -177.6% | -69.5% |
| 5Y | -40.7% | +222.3% | -263.1% | -83.8% |
| All | -40.7% | +220.1% | -260.9% | -83.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling