-29.6%
NCLH vs WAB
+214.2%
-243.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.3% | +0.3% |
| 7D | +0.2% | +5.1% | -4.8% | -4.6% |
| 30D | +20.8% | +4.0% | +16.8% | +15.9% |
| 3M | -8.1% | +0.1% | -8.2% | -8.7% |
| 6M | +11.8% | +12.8% | -1.0% | -3.1% |
| YTD | -19.5% | +40.1% | -59.6% | -44.5% |
| 1Y | -3.2% | +46.4% | -49.6% | -36.1% |
| 3Y | +37.1% | +167.4% | -130.3% | -53.5% |
| All | -29.6% | +214.2% | -243.8% | -80.1% |
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