-27.6%
NCLH vs WAB
+612.3%
-639.9%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.3% | +0.2% |
| 7D | +0.2% | +5.1% | -4.8% | -3.9% |
| 30D | +20.8% | +4.0% | +16.8% | +16.7% |
| 3M | -8.1% | +0.1% | -8.2% | -8.5% |
| 6M | +11.8% | +12.8% | -1.0% | -0.5% |
| YTD | -19.5% | +40.1% | -59.6% | -40.2% |
| 1Y | -3.2% | +46.4% | -49.6% | -30.5% |
| 3Y | +37.1% | +167.4% | -130.3% | -40.0% |
| 5Y | -29.9% | +215.0% | -245.0% | -72.7% |
| 10Y | -53.3% | +269.2% | -322.4% | -85.7% |
| All | -27.6% | +612.3% | -639.9% | -84.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling