-37.2%
NCLH vs WAB
+576.2%
-613.4%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.9% | -0.7% |
| 7D | -6.5% | -3.2% | -3.3% | -3.9% |
| 30D | -23.3% | -4.4% | -18.9% | -20.3% |
| 3M | -18.6% | +7.9% | -26.5% | -24.5% |
| 6M | -26.2% | +8.7% | -35.0% | -32.0% |
| YTD | -30.2% | +33.0% | -63.2% | -45.6% |
| 1Y | -39.2% | +46.7% | -85.8% | -56.3% |
| 3Y | -5.1% | +153.0% | -158.1% | -56.5% |
| 5Y | -36.8% | +222.3% | -259.0% | -75.6% |
| 10Y | -56.3% | +291.0% | -347.3% | -86.7% |
| All | -37.2% | +576.2% | -613.4% | -86.2% |
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